+1,803.3%
SMH vs CF
+589.1%
+1,214.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +5.2% | -0.9% | +6.2% | +5.4% |
| 30D | -1.5% | +18.1% | -19.6% | -5.0% |
| 3M | -4.1% | +23.4% | -27.4% | -8.7% |
| 6M | +50.8% | +17.1% | +33.7% | +42.1% |
| YTD | +59.3% | +76.2% | -16.9% | +35.2% |
| 1Y | +94.1% | +62.3% | +31.8% | +67.5% |
| 3Y | +286.7% | +71.8% | +214.9% | +221.3% |
| 5Y | +339.4% | +234.6% | +104.9% | +184.0% |
| 10Y | +1,803.3% | +574.3% | +1,229.0% | +949.1% |
| All | +1,803.3% | +589.1% | +1,214.1% | +949.1% |
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