+1,487.3%
SMH vs CF
+494.2%
+993.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.3% |
| 7D | -6.7% | +4.8% | -11.5% | -7.7% |
| 30D | -19.8% | +9.7% | -29.5% | -21.6% |
| 3M | -15.1% | +1.2% | -16.3% | -15.9% |
| 6M | -14.6% | +7.4% | -22.0% | -17.1% |
| YTD | +34.3% | +60.5% | -26.2% | +15.2% |
| 1Y | +35.2% | +50.7% | -15.5% | +17.6% |
| 3Y | +211.7% | +64.8% | +146.9% | +158.5% |
| 5Y | +240.5% | +115.8% | +124.7% | +146.7% |
| 10Y | +1,487.3% | +481.0% | +1,006.3% | +758.0% |
| All | +1,487.3% | +494.2% | +993.2% | +758.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling