+243.1%
SMH vs CFG
+66.7%
+176.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.1% | +3.7% |
| 7D | -4.1% | +0.3% | -4.4% | -4.1% |
| 30D | -19.2% | +3.2% | -22.4% | -20.3% |
| 3M | -16.4% | -9.7% | -6.7% | -12.6% |
| 6M | -14.0% | +3.6% | -17.6% | -15.9% |
| YTD | +35.3% | +14.7% | +20.7% | +26.1% |
| 1Y | +40.4% | +29.6% | +10.9% | +23.8% |
| 3Y | +226.8% | +190.6% | +36.3% | +96.3% |
| All | +243.1% | +66.7% | +176.4% | +176.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling