+1,803.3%
SMH vs CL
+51.8%
+1,751.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +5.2% | -1.4% | +6.6% | +5.5% |
| 30D | -1.5% | -5.2% | +3.7% | -0.5% |
| 3M | -4.1% | +3.3% | -7.4% | -5.4% |
| 6M | +50.8% | -4.4% | +55.1% | +51.2% |
| YTD | +59.3% | +13.9% | +45.4% | +51.9% |
| 1Y | +94.1% | +7.6% | +86.5% | +87.5% |
| 3Y | +286.7% | +29.6% | +257.1% | +232.9% |
| 5Y | +339.4% | +28.1% | +311.4% | +274.5% |
| 10Y | +1,803.3% | +53.4% | +1,749.9% | +1,396.7% |
| All | +1,803.3% | +51.8% | +1,751.4% | +1,396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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