+3,092.1%
SMH vs CF
+5,566.0%
-2,473.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | +12.1% | +5.4% | +6.7% | +10.8% |
| 30D | -14.7% | +6.5% | -21.2% | -16.2% |
| 3M | -14.2% | +4.6% | -18.8% | -15.8% |
| 6M | -10.6% | -3.3% | -7.3% | -11.2% |
| YTD | +39.3% | +63.9% | -24.6% | +19.2% |
| 1Y | +41.6% | +50.4% | -8.9% | +23.4% |
| 3Y | +223.4% | +68.2% | +155.1% | +168.6% |
| 5Y | +243.5% | +113.8% | +129.6% | +157.3% |
| 10Y | +1,506.6% | +479.3% | +1,027.3% | +778.1% |
| All | +3,092.1% | +5,566.0% | -2,473.9% | +785.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling