+32.6%
SMH vs CF
+46.5%
-14.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.8% |
| 7D | -11.2% | -3.2% | -8.0% | -11.6% |
| 30D | -25.8% | +4.3% | -30.1% | -24.5% |
| 3M | -18.8% | +2.8% | -21.6% | -17.3% |
| 6M | -15.6% | +0.6% | -16.2% | -14.2% |
| YTD | +28.8% | +56.6% | -27.8% | +33.8% |
| 1Y | +32.6% | +49.6% | -17.1% | +38.0% |
| All | +32.6% | +46.5% | -14.0% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling