+1,109.9%
SMH vs CI
+1,119.5%
-9.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +5.0% |
| 7D | +0.5% | -1.3% | +1.8% | +0.8% |
| 30D | -14.2% | +6.4% | -20.6% | -15.7% |
| 3M | -11.5% | +10.7% | -22.2% | -14.1% |
| 6M | -12.0% | +5.5% | -17.5% | -14.2% |
| YTD | +40.8% | +11.4% | +29.4% | +35.1% |
| 1Y | +44.9% | +15.0% | +29.8% | +37.7% |
| 3Y | +226.7% | +9.0% | +217.8% | +203.3% |
| 5Y | +250.6% | +52.0% | +198.6% | +193.5% |
| 10Y | +1,523.4% | +150.9% | +1,372.5% | +1,057.8% |
| All | +1,109.9% | +1,119.5% | -9.6% | +378.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling