+2,387.6%
SMH vs CFG
+396.4%
+1,991.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.5% | +1.5% | +1.0% | +1.9% |
| 30D | -0.5% | -3.8% | +3.4% | +1.0% |
| 3M | -9.6% | +11.5% | -21.1% | -13.6% |
| 6M | +42.1% | +19.2% | +22.9% | +32.4% |
| YTD | +57.4% | +23.7% | +33.7% | +44.3% |
| 1Y | +96.2% | +38.8% | +57.4% | +71.6% |
| 3Y | +267.9% | +178.9% | +89.0% | +142.4% |
| 5Y | +327.7% | +101.8% | +225.9% | +212.1% |
| 10Y | +1,764.6% | +317.3% | +1,447.4% | +827.2% |
| All | +2,387.6% | +396.4% | +1,991.3% | +1,043.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling