+3,811.7%
SMH vs CG
+351.2%
+3,460.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +3.3% |
| 7D | +2.5% | -4.3% | +6.8% | +4.4% |
| 30D | -0.5% | -5.1% | +4.6% | +1.5% |
| 3M | -9.6% | +8.7% | -18.3% | -13.4% |
| 6M | +42.1% | -9.2% | +51.3% | +46.5% |
| YTD | +57.4% | -18.9% | +76.3% | +69.2% |
| 1Y | +96.2% | -25.6% | +121.9% | +117.9% |
| 3Y | +267.9% | +57.3% | +210.7% | +186.5% |
| 5Y | +327.7% | +10.2% | +317.5% | +275.6% |
| 10Y | +1,764.6% | +364.2% | +1,400.4% | +888.4% |
| All | +3,811.7% | +351.2% | +3,460.5% | +1,914.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling