+41.6%
SMH vs CI
+13.7%
+27.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -1.5% |
| 7D | +12.1% | -1.7% | +13.8% | +11.6% |
| 30D | -14.7% | +4.9% | -19.6% | -13.7% |
| 3M | -14.2% | +7.4% | -21.6% | -12.7% |
| 6M | -10.6% | +0.4% | -11.0% | -8.3% |
| YTD | +39.3% | +9.5% | +29.8% | +41.4% |
| 1Y | +41.6% | +12.0% | +29.6% | +45.0% |
| All | +41.6% | +13.7% | +27.9% | +45.0% |
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