+1,475.7%
SMH vs CMS
+140.2%
+1,335.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.2% |
| 7D | +4.9% | +1.7% | +3.2% | +4.6% |
| 30D | -13.8% | +6.2% | -20.0% | -14.8% |
| 3M | -17.4% | +0.6% | -18.0% | -17.6% |
| 6M | -15.0% | -1.8% | -13.2% | -15.1% |
| YTD | +35.2% | +3.8% | +31.3% | +33.1% |
| 1Y | +41.6% | -1.8% | +43.4% | +41.1% |
| 3Y | +215.6% | +39.8% | +175.8% | +181.8% |
| 5Y | +233.2% | +37.1% | +196.1% | +194.8% |
| All | +1,475.7% | +140.2% | +1,335.5% | +1,215.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling