+286.7%
SMH vs CEG
+181.7%
+105.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +5.2% | +6.7% | -1.5% | +3.0% |
| 30D | -1.5% | +11.0% | -12.5% | -4.9% |
| 3M | -4.1% | +19.5% | -23.6% | -9.6% |
| 6M | +50.8% | -5.9% | +56.6% | +51.8% |
| YTD | +59.3% | -15.0% | +74.3% | +64.7% |
| 1Y | +94.1% | +0.6% | +93.5% | +89.1% |
| 3Y | +286.7% | +180.6% | +106.1% | +171.8% |
| All | +286.7% | +181.7% | +105.0% | +171.8% |
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