+1,469.9%
SMH vs CF
+546.3%
+923.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.1% | +5.1% |
| 7D | -4.1% | -0.9% | -3.2% | -4.1% |
| 30D | -19.2% | +6.9% | -26.2% | -20.6% |
| 3M | -16.4% | +4.8% | -21.2% | -17.8% |
| 6M | -14.0% | +4.7% | -18.6% | -16.0% |
| YTD | +35.3% | +56.5% | -21.1% | +16.7% |
| 1Y | +40.4% | +48.4% | -8.0% | +22.5% |
| 3Y | +226.8% | +59.1% | +167.7% | +173.2% |
| 5Y | +232.3% | +109.5% | +122.8% | +142.6% |
| 10Y | +1,469.9% | +487.0% | +983.0% | +760.8% |
| All | +1,469.9% | +546.3% | +923.7% | +760.8% |
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