+1,487.3%
SMH vs CL
+78.1%
+1,409.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -6.7% | +2.6% | -9.3% | -7.1% |
| 30D | -19.8% | +11.8% | -31.6% | -21.6% |
| 3M | -15.1% | +5.9% | -21.0% | -16.1% |
| 6M | -14.6% | +13.3% | -28.0% | -17.5% |
| YTD | +34.3% | +27.1% | +7.2% | +25.4% |
| 1Y | +35.2% | +28.0% | +7.2% | +25.8% |
| 3Y | +211.7% | +39.4% | +172.3% | +167.8% |
| 5Y | +240.5% | +40.8% | +199.7% | +186.9% |
| 10Y | +1,487.3% | +84.9% | +1,402.5% | +1,085.2% |
| All | +1,487.3% | +78.1% | +1,409.3% | +1,085.2% |
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