+1,475.7%
SMH vs CL
+88.0%
+1,387.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.8% | -4.8% | -3.3% |
| 7D | +4.9% | +3.2% | +1.7% | +4.4% |
| 30D | -13.8% | +8.0% | -21.8% | -15.1% |
| 3M | -17.4% | +7.9% | -25.2% | -18.7% |
| 6M | -15.0% | +14.7% | -29.7% | -17.9% |
| YTD | +35.2% | +29.2% | +6.0% | +25.9% |
| 1Y | +41.6% | +29.5% | +12.1% | +31.6% |
| 3Y | +215.6% | +40.7% | +175.0% | +171.3% |
| 5Y | +233.2% | +43.9% | +189.4% | +179.4% |
| All | +1,475.7% | +88.0% | +1,387.7% | +1,071.7% |
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