+307.8%
SMH vs CEG
+717.3%
-409.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +1.0% |
| 7D | +2.5% | +8.0% | -5.5% | -0.1% |
| 30D | -0.5% | +12.9% | -13.4% | -4.4% |
| 3M | -9.6% | +13.2% | -22.8% | -13.2% |
| 6M | +42.1% | -7.0% | +49.1% | +43.7% |
| YTD | +57.4% | -15.0% | +72.4% | +62.8% |
| 1Y | +96.2% | -2.7% | +99.0% | +93.3% |
| 3Y | +267.9% | +184.1% | +83.9% | +146.1% |
| All | +307.8% | +717.3% | -409.5% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling