+94.1%
SMH vs CF
+60.9%
+33.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.3% |
| 7D | +5.2% | -0.9% | +6.2% | +5.0% |
| 30D | -1.5% | +18.1% | -19.6% | +2.2% |
| 3M | -4.1% | +23.4% | -27.4% | +0.6% |
| 6M | +50.8% | +17.1% | +33.7% | +55.3% |
| YTD | +59.3% | +76.2% | -16.9% | +63.4% |
| 1Y | +94.1% | +62.3% | +31.8% | +102.7% |
| All | +94.1% | +60.9% | +33.1% | +102.7% |
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