+213.6%
SMH vs CF
+57.7%
+155.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.7% |
| 7D | -11.2% | -3.2% | -8.0% | -11.2% |
| 30D | -25.8% | +4.3% | -30.1% | -25.5% |
| 3M | -18.8% | +2.8% | -21.6% | -18.6% |
| 6M | -15.6% | +0.6% | -16.2% | -15.4% |
| YTD | +28.8% | +56.6% | -27.8% | +19.7% |
| 1Y | +32.6% | +49.6% | -17.1% | +24.0% |
| 3Y | +213.6% | +61.5% | +152.1% | +177.1% |
| All | +213.6% | +57.7% | +155.9% | +177.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling