+43.4%
SMH vs CFG
+34.2%
+9.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.6% |
| 7D | -11.2% | +1.8% | -12.9% | -11.7% |
| 30D | -20.4% | +3.3% | -23.7% | -21.4% |
| 3M | -12.4% | -9.8% | -2.6% | -8.8% |
| 6M | -0.5% | +5.2% | -5.7% | -3.8% |
| YTD | +40.0% | +16.1% | +23.9% | +26.1% |
| 1Y | +43.4% | +33.7% | +9.7% | +18.8% |
| All | +43.4% | +34.2% | +9.2% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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