+338.0%
SMH vs CG
+5.5%
+332.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +2.1% |
| 7D | +4.3% | -6.4% | +10.8% | +7.8% |
| 30D | +0.9% | -7.1% | +7.9% | +4.2% |
| 3M | -2.8% | -1.6% | -1.2% | -2.9% |
| 6M | +45.6% | -8.3% | +54.0% | +49.8% |
| YTD | +59.5% | -23.8% | +83.3% | +79.1% |
| 1Y | +93.4% | -28.7% | +122.2% | +123.6% |
| 3Y | +287.1% | +49.2% | +237.9% | +181.6% |
| 5Y | +338.0% | +5.5% | +332.5% | +279.4% |
| All | +338.0% | +5.5% | +332.5% | +279.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling