+328.5%
SMH vs CF
+227.0%
+101.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.8% |
| 7D | +2.5% | +6.0% | -3.5% | +2.1% |
| 30D | -0.5% | +14.8% | -15.3% | -1.5% |
| 3M | -9.6% | +14.1% | -23.7% | -10.7% |
| 6M | +42.1% | +28.5% | +13.5% | +36.2% |
| YTD | +57.4% | +74.9% | -17.5% | +43.7% |
| 1Y | +96.2% | +61.7% | +34.5% | +81.0% |
| 3Y | +267.9% | +80.3% | +187.6% | +227.7% |
| All | +328.5% | +227.0% | +101.6% | +239.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling