+216.7%
SMH vs CL
+39.7%
+177.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +3.2% |
| 7D | -11.2% | +1.3% | -12.5% | -10.9% |
| 30D | -25.8% | +11.4% | -37.1% | -24.1% |
| 3M | -18.8% | +4.4% | -23.2% | -17.7% |
| 6M | -15.6% | +10.8% | -26.4% | -13.6% |
| YTD | +28.8% | +25.1% | +3.7% | +33.0% |
| 1Y | +32.6% | +28.0% | +4.6% | +37.0% |
| 3Y | +213.6% | +37.6% | +176.0% | +203.6% |
| All | +216.7% | +39.7% | +177.1% | +204.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling