+3,507.4%
SMH vs CF
+5,948.3%
-2,440.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.3% |
| 7D | +2.5% | +6.0% | -3.5% | +1.1% |
| 30D | -0.5% | +14.8% | -15.3% | -3.8% |
| 3M | -9.6% | +14.1% | -23.7% | -12.9% |
| 6M | +42.1% | +28.5% | +13.5% | +30.3% |
| YTD | +57.4% | +74.9% | -17.5% | +33.5% |
| 1Y | +96.2% | +61.7% | +34.5% | +69.0% |
| 3Y | +267.9% | +80.3% | +187.6% | +201.9% |
| 5Y | +327.7% | +226.0% | +101.7% | +188.9% |
| 10Y | +1,764.6% | +569.9% | +1,194.8% | +886.2% |
| All | +3,507.4% | +5,948.3% | -2,440.9% | +892.1% |
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 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