+286.8%
SMH vs CG
+48.1%
+238.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +1.9% |
| 7D | +4.3% | -6.4% | +10.8% | +7.4% |
| 30D | +0.9% | -7.1% | +7.9% | +3.8% |
| 3M | -2.8% | -1.6% | -1.2% | -2.9% |
| 6M | +45.6% | -8.3% | +54.0% | +49.4% |
| YTD | +59.5% | -23.8% | +83.3% | +77.4% |
| 1Y | +93.4% | -28.7% | +122.2% | +121.2% |
| All | +286.8% | +48.1% | +238.7% | +204.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling