+1,063.2%
SMH vs CL
+539.4%
+523.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.6% | +4.6% |
| 7D | -4.1% | +0.5% | -4.6% | -4.3% |
| 30D | -19.2% | +11.6% | -30.8% | -22.3% |
| 3M | -16.4% | +5.6% | -22.0% | -18.3% |
| 6M | -14.0% | +13.2% | -27.1% | -18.6% |
| YTD | +35.3% | +26.9% | +8.4% | +22.5% |
| 1Y | +40.4% | +27.3% | +13.1% | +26.7% |
| 3Y | +226.8% | +39.7% | +187.1% | +175.4% |
| 5Y | +232.3% | +41.3% | +191.0% | +175.4% |
| 10Y | +1,469.9% | +76.3% | +1,393.7% | +1,070.8% |
| All | +1,063.2% | +539.4% | +523.9% | +516.4% |
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