+3,361.3%
SMH vs CG
+278.1%
+3,083.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.2% | +0.8% |
| 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% | -7.3% |
| 6M | -10.6% | -20.2% | +9.6% | -2.7% |
| YTD | +39.3% | -32.0% | +71.3% | +60.8% |
| 1Y | +41.6% | -27.0% | +68.6% | +58.3% |
| 3Y | +223.4% | +42.8% | +180.6% | +162.1% |
| 5Y | +243.5% | -23.4% | +266.9% | +248.3% |
| 10Y | +1,506.6% | +278.2% | +1,228.5% | +822.5% |
| All | +3,361.3% | +278.1% | +3,083.3% | +1,815.3% |
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