+1,876.8%
SMH vs CFG
+308.1%
+1,568.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +4.3% | -0.6% | +4.9% | +4.5% |
| 30D | +0.9% | -4.5% | +5.4% | +2.6% |
| 3M | -2.8% | +6.3% | -9.1% | -5.3% |
| 6M | +45.6% | +20.6% | +25.0% | +35.1% |
| YTD | +59.5% | +21.2% | +38.2% | +47.4% |
| 1Y | +93.4% | +38.2% | +55.3% | +69.8% |
| 3Y | +287.1% | +185.9% | +101.2% | +154.3% |
| 5Y | +338.0% | +97.0% | +241.1% | +224.3% |
| 10Y | +1,876.8% | +306.8% | +1,570.0% | +1,035.3% |
| All | +1,876.8% | +308.1% | +1,568.7% | +1,035.3% |
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