+1,817.6%
SMH vs CMI
+516.5%
+1,301.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +0.7% |
| 7D | +0.3% | -0.7% | +1.0% | +0.7% |
| 30D | -2.8% | -12.4% | +9.6% | +5.5% |
| 3M | -6.7% | -14.8% | +8.1% | +3.2% |
| 6M | +41.8% | +0.8% | +41.0% | +41.8% |
| YTD | +57.9% | +10.2% | +47.7% | +48.7% |
| 1Y | +87.6% | +37.4% | +50.2% | +54.3% |
| 3Y | +282.9% | +153.3% | +129.7% | +117.2% |
| 5Y | +330.4% | +167.6% | +162.8% | +133.0% |
| All | +1,817.6% | +516.5% | +1,301.1% | +568.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling