+96.2%
SMH vs CMS
-1.9%
+98.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.7% |
| 30D | -0.5% | -3.6% | +3.1% | -2.4% |
| 3M | -9.6% | -1.9% | -7.7% | -11.4% |
| 6M | +42.1% | -11.0% | +53.0% | +36.5% |
| YTD | +57.4% | +0.2% | +57.2% | +57.8% |
| 1Y | +96.2% | -1.3% | +97.5% | +96.7% |
| All | +96.2% | -1.9% | +98.1% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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