+286.4%
SMH vs CME
+53.8%
+232.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +0.7% |
| 7D | +5.2% | -2.9% | +8.1% | +3.9% |
| 30D | -1.5% | +5.5% | -7.1% | +1.0% |
| 3M | -4.1% | +11.0% | -15.1% | +1.5% |
| 6M | +50.8% | -9.7% | +60.5% | +48.2% |
| YTD | +59.3% | +4.9% | +54.4% | +65.6% |
| 1Y | +94.1% | +10.1% | +84.0% | +105.8% |
| All | +286.4% | +53.8% | +232.6% | +337.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling