+338.0%
SMH vs CME
+76.2%
+261.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | +4.3% | -0.6% | +5.0% | +4.3% |
| 30D | +0.9% | +4.7% | -3.8% | +0.9% |
| 3M | -2.8% | +7.8% | -10.7% | -2.4% |
| 6M | +45.6% | -11.0% | +56.6% | +48.0% |
| YTD | +59.5% | +4.0% | +55.4% | +59.0% |
| 1Y | +93.4% | +9.1% | +84.3% | +91.2% |
| 3Y | +287.1% | +52.3% | +234.8% | +237.8% |
| 5Y | +338.0% | +76.1% | +262.0% | +246.4% |
| All | +338.0% | +76.2% | +261.8% | +246.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling