+282.9%
SMH vs CMG
-7.3%
+290.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.3% | -2.1% | +2.3% | +0.7% |
| 30D | -2.8% | +10.9% | -13.7% | -5.4% |
| 3M | -6.7% | +15.8% | -22.6% | -11.5% |
| 6M | +41.8% | +6.9% | +34.8% | +37.2% |
| YTD | +57.9% | -2.2% | +60.0% | +56.8% |
| 1Y | +87.6% | -7.1% | +94.7% | +87.5% |
| 3Y | +282.9% | -7.1% | +290.1% | +257.0% |
| All | +282.9% | -7.3% | +290.3% | +257.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling