+96.2%
SMH vs CI
-4.0%
+100.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.5% |
| 7D | +2.5% | +1.3% | +1.2% | +2.7% |
| 30D | -0.5% | +4.4% | -4.9% | 0.0% |
| 3M | -9.6% | +0.7% | -10.3% | -9.5% |
| 6M | +42.1% | +0.3% | +41.7% | +41.9% |
| YTD | +57.4% | +3.8% | +53.6% | +57.7% |
| 1Y | +96.2% | -5.5% | +101.7% | +98.7% |
| All | +96.2% | -4.0% | +100.2% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling