+339.4%
SMH vs CFG
+100.9%
+238.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.7% |
| 7D | +5.2% | +2.7% | +2.5% | +4.0% |
| 30D | -1.5% | -3.7% | +2.1% | 0.0% |
| 3M | -4.1% | +9.5% | -13.6% | -8.2% |
| 6M | +50.8% | +22.2% | +28.5% | +37.4% |
| YTD | +59.3% | +22.3% | +37.0% | +44.8% |
| 1Y | +94.1% | +39.4% | +54.6% | +66.0% |
| 3Y | +286.7% | +188.5% | +98.2% | +136.3% |
| 5Y | +339.4% | +101.5% | +237.9% | +231.8% |
| All | +339.4% | +100.9% | +238.5% | +231.8% |
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 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