+1,253.2%
SMH vs CI
+1,036.6%
+216.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.9% |
| 7D | +2.5% | +1.3% | +1.2% | +2.1% |
| 30D | -0.5% | +4.4% | -4.9% | -1.6% |
| 3M | -9.6% | +0.7% | -10.3% | -10.4% |
| 6M | +42.1% | +0.3% | +41.7% | +40.7% |
| YTD | +57.4% | +3.8% | +53.6% | +54.4% |
| 1Y | +96.2% | -5.5% | +101.7% | +95.2% |
| 3Y | +267.9% | +8.1% | +259.8% | +242.6% |
| 5Y | +327.7% | +42.8% | +284.9% | +264.6% |
| 10Y | +1,764.6% | +143.9% | +1,620.8% | +1,243.0% |
| All | +1,253.2% | +1,036.6% | +216.6% | +447.2% |
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