+41.6%
SMH vs CME
+17.3%
+24.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -2.5% |
| 7D | +4.9% | +3.9% | +1.0% | +7.4% |
| 30D | -13.8% | +11.3% | -25.1% | -7.8% |
| 3M | -17.4% | +19.6% | -36.9% | -7.8% |
| 6M | -15.0% | +8.1% | -23.0% | -7.0% |
| YTD | +35.2% | +20.4% | +14.8% | +53.0% |
| 1Y | +41.6% | +16.5% | +25.1% | +57.8% |
| All | +41.6% | +17.3% | +24.3% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling