+1,448.7%
SMH vs CFG
+221.6%
+1,227.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | -6.7% | +0.7% | -7.4% | -6.9% |
| 30D | -19.8% | +2.8% | -22.6% | -20.6% |
| 3M | -15.1% | -10.1% | -5.0% | -11.6% |
| 6M | -14.6% | +3.2% | -17.8% | -16.1% |
| YTD | +34.3% | +14.2% | +20.1% | +26.9% |
| 1Y | +35.2% | +27.4% | +7.8% | +22.4% |
| 3Y | +211.7% | +187.6% | +24.1% | +104.6% |
| 5Y | +240.5% | +65.7% | +174.8% | +168.3% |
| All | +1,448.7% | +221.6% | +1,227.0% | +928.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling