+225.3%
SMH vs CEG
+137.2%
+88.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.0% |
| 7D | +12.1% | +17.8% | -5.8% | +6.0% |
| 30D | -14.7% | -4.5% | -10.2% | -13.5% |
| 3M | -14.2% | +1.5% | -15.7% | -15.1% |
| 6M | -10.6% | -3.5% | -7.1% | -10.5% |
| YTD | +39.3% | -19.7% | +59.0% | +46.0% |
| 1Y | +41.6% | -19.8% | +61.3% | +48.1% |
| All | +225.3% | +137.2% | +88.2% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling