+232.3%
SMH vs CI
+49.2%
+183.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +5.0% |
| 7D | -4.1% | +0.1% | -4.3% | -4.1% |
| 30D | -19.2% | +4.7% | -23.9% | -19.4% |
| 3M | -16.4% | +5.2% | -21.6% | -16.6% |
| 6M | -14.0% | +3.8% | -17.8% | -14.3% |
| YTD | +35.3% | +9.2% | +26.1% | +34.1% |
| 1Y | +40.4% | +14.3% | +26.2% | +38.5% |
| 3Y | +226.8% | +8.4% | +218.4% | +212.6% |
| 5Y | +232.3% | +50.0% | +182.3% | +171.1% |
| All | +232.3% | +49.2% | +183.2% | +171.1% |
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