+225.3%
SMH vs CG
+44.9%
+180.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | +0.9% |
| 7D | +12.1% | -1.5% | +13.6% | +12.7% |
| 30D | -14.7% | +5.7% | -20.4% | -17.0% |
| 3M | -14.2% | -17.9% | +3.7% | -6.8% |
| 6M | -10.6% | -20.2% | +9.6% | -2.1% |
| YTD | +39.3% | -32.0% | +71.3% | +62.9% |
| 1Y | +41.6% | -27.0% | +68.6% | +59.4% |
| All | +225.3% | +44.9% | +180.5% | +176.8% |
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