+1,475.7%
SMH vs CI
+146.2%
+1,329.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +4.9% | +1.2% | +3.8% | +4.6% |
| 30D | -13.8% | +2.6% | -16.4% | -14.6% |
| 3M | -17.4% | +7.4% | -24.8% | -19.3% |
| 6M | -15.0% | -0.1% | -14.9% | -15.9% |
| YTD | +35.2% | +9.7% | +25.4% | +29.9% |
| 1Y | +41.6% | +12.1% | +29.5% | +35.1% |
| 3Y | +215.6% | +7.0% | +208.6% | +189.6% |
| 5Y | +233.2% | +49.7% | +183.5% | +161.6% |
| All | +1,475.7% | +146.2% | +1,329.5% | +920.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling