+233.7%
SMH vs CIFR
-22.5%
+256.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -2.5% |
| 7D | +4.9% | +4.8% | +0.1% | +4.3% |
| 30D | -13.8% | -31.0% | +17.2% | -10.5% |
| 3M | -17.4% | -58.7% | +41.3% | -9.7% |
| 6M | -15.0% | -67.7% | +52.7% | -5.6% |
| YTD | +35.2% | -53.5% | +88.7% | +42.5% |
| 1Y | +41.6% | -54.1% | +95.7% | +48.7% |
| 3Y | +215.6% | +138.2% | +77.4% | +156.4% |
| All | +233.7% | -22.5% | +256.2% | +174.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling