+1,253.2%
SMH vs CL
+476.2%
+777.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.1% |
| 7D | +2.5% | -2.2% | +4.7% | +3.2% |
| 30D | -0.5% | -4.8% | +4.4% | +1.0% |
| 3M | -9.6% | +4.9% | -14.6% | -11.9% |
| 6M | +42.1% | -5.7% | +47.8% | +43.2% |
| YTD | +57.4% | +14.4% | +43.1% | +48.0% |
| 1Y | +96.2% | +8.7% | +87.5% | +86.7% |
| 3Y | +267.9% | +30.0% | +237.9% | +217.3% |
| 5Y | +327.7% | +28.4% | +299.3% | +266.6% |
| 10Y | +1,764.6% | +50.1% | +1,714.5% | +1,375.6% |
| All | +1,253.2% | +476.2% | +777.0% | +644.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling