-14.4%
SMH vs CI
+5.2%
-19.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +5.5% |
| 7D | -4.1% | +0.1% | -4.3% | -3.7% |
| 30D | -19.2% | +4.7% | -23.9% | -16.1% |
| All | -14.4% | +5.2% | -19.6% | -10.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling