+1,523.4%
SMH vs CF
+485.9%
+1,037.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.7% |
| 7D | +0.5% | +10.4% | -9.8% | -1.5% |
| 30D | -14.2% | +7.6% | -21.8% | -15.7% |
| 3M | -11.5% | +5.2% | -16.7% | -13.0% |
| 6M | -12.0% | -0.1% | -12.0% | -13.2% |
| YTD | +40.8% | +61.7% | -20.9% | +20.6% |
| 1Y | +44.9% | +50.3% | -5.5% | +26.2% |
| 3Y | +226.7% | +66.0% | +160.7% | +170.6% |
| 5Y | +250.6% | +114.5% | +136.1% | +154.9% |
| 10Y | +1,523.4% | +471.5% | +1,051.9% | +779.5% |
| All | +1,523.4% | +485.9% | +1,037.5% | +779.5% |
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