+43.4%
SMH vs CMI
+10.9%
+32.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.8% | +3.0% | +1.4% |
| 7D | -11.2% | -11.2% | 0.0% | -3.3% |
| 30D | -20.4% | -9.8% | -10.6% | -14.4% |
| 3M | -12.4% | -25.5% | +13.1% | +7.9% |
| 6M | -0.5% | -27.7% | +27.2% | +25.8% |
| YTD | +40.0% | -6.6% | +46.6% | +48.6% |
| 1Y | +43.4% | +11.7% | +31.7% | +40.8% |
| All | +43.4% | +10.9% | +32.5% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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