+324.2%
SMH vs CI
+47.5%
+276.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.5% |
| 7D | +1.4% | -1.3% | +2.7% | +1.5% |
| 30D | -2.2% | +3.1% | -5.3% | -2.4% |
| 3M | -1.9% | -4.5% | +2.6% | -1.6% |
| 6M | +41.0% | +8.3% | +32.8% | +39.5% |
| YTD | +55.6% | +3.8% | +51.8% | +54.5% |
| 1Y | +86.8% | -5.0% | +91.8% | +86.8% |
| 3Y | +277.7% | +5.8% | +271.9% | +258.3% |
| 5Y | +324.2% | +50.6% | +273.6% | +239.1% |
| All | +324.2% | +47.5% | +276.6% | +239.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling