+526.2%
SMH vs CIFR
+60.2%
+466.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.7% | +3.2% | -1.8% |
| 7D | +1.4% | -8.2% | +9.6% | +2.3% |
| 30D | -2.2% | -7.4% | +5.2% | -1.8% |
| 3M | -1.9% | -24.2% | +22.3% | -0.3% |
| 6M | +41.0% | +14.2% | +26.8% | +36.6% |
| YTD | +55.6% | +8.0% | +47.6% | +50.3% |
| 1Y | +86.8% | +55.5% | +31.3% | +71.2% |
| 3Y | +277.7% | +429.6% | -151.9% | +182.1% |
| 5Y | +324.2% | +20.8% | +303.4% | +216.6% |
| All | +526.2% | +60.2% | +466.0% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 10y: compounded portfolio wealth divided by compounded CIFR 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…
10y analysis · Full analysis span regression · 6 months rolling