+313.0%
SMH vs CEG
+703.5%
-390.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.7% |
| 7D | +4.3% | +1.3% | +3.0% | +3.9% |
| 30D | +0.9% | +8.8% | -8.0% | -1.9% |
| 3M | -2.8% | +17.0% | -19.8% | -7.7% |
| 6M | +45.6% | -8.7% | +54.3% | +48.2% |
| YTD | +59.5% | -16.4% | +75.9% | +65.8% |
| 1Y | +93.4% | -1.8% | +95.2% | +90.0% |
| 3Y | +287.1% | +175.8% | +111.3% | +161.4% |
| All | +313.0% | +703.5% | -390.4% | +137.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling