+1,524.2%
SMH vs CME
+305.5%
+1,218.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +12.1% | +2.7% | +9.4% | +11.3% |
| 30D | -14.7% | +13.5% | -28.2% | -17.5% |
| 3M | -14.2% | +20.9% | -35.1% | -18.6% |
| 6M | -10.6% | +11.5% | -22.1% | -13.8% |
| YTD | +39.3% | +19.5% | +19.9% | +30.4% |
| 1Y | +41.6% | +17.2% | +24.3% | +33.2% |
| 3Y | +223.4% | +65.1% | +158.2% | +160.0% |
| 5Y | +243.5% | +73.1% | +170.4% | +167.3% |
| All | +1,524.2% | +305.5% | +1,218.6% | +877.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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