+43.4%
SMH vs CMG
+12.0%
+31.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.8% | -8.6% | -2.5% |
| 7D | -11.2% | +22.5% | -33.7% | -10.5% |
| 30D | -20.4% | +14.1% | -34.6% | -19.9% |
| 3M | -12.4% | +4.1% | -16.5% | -12.2% |
| 6M | -0.5% | +10.1% | -10.6% | -0.5% |
| YTD | +40.0% | -4.9% | +44.9% | +43.1% |
| 1Y | +43.4% | +10.9% | +32.5% | +42.5% |
| All | +43.4% | +12.0% | +31.4% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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