+1,817.6%
SMH vs CG
+314.7%
+1,502.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.3% |
| 7D | +0.3% | -9.9% | +10.1% | +5.3% |
| 30D | -2.8% | -11.7% | +8.9% | +2.8% |
| 3M | -6.7% | -4.3% | -2.4% | -5.6% |
| 6M | +41.8% | -8.8% | +50.5% | +46.0% |
| YTD | +57.9% | -26.9% | +84.7% | +79.6% |
| 1Y | +87.6% | -35.4% | +123.1% | +125.9% |
| 3Y | +282.9% | +43.0% | +239.9% | +197.6% |
| 5Y | +330.4% | +1.9% | +328.5% | +281.6% |
| All | +1,817.6% | +314.7% | +1,502.9% | +927.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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