+36.3%
SMH vs CF
+47.0%
-10.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.1% | +5.0% |
| 7D | -4.1% | -0.9% | -3.2% | -3.9% |
| 30D | -19.2% | +6.9% | -26.2% | -17.3% |
| 3M | -16.4% | +4.8% | -21.2% | -14.4% |
| 6M | -14.0% | +4.7% | -18.6% | -11.7% |
| YTD | +35.3% | +56.5% | -21.1% | +41.0% |
| All | +36.3% | +47.0% | -10.8% | +42.1% |
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 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