+1,874.9%
SMH vs CMS
+117.9%
+1,757.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +5.2% | +1.2% | +4.0% | +5.0% |
| 30D | -1.5% | -3.2% | +1.6% | -1.0% |
| 3M | -4.1% | -2.2% | -1.9% | -4.1% |
| 6M | +50.8% | -9.4% | +60.2% | +52.9% |
| YTD | +59.3% | +0.7% | +58.6% | +57.9% |
| 1Y | +94.1% | +0.4% | +93.7% | +92.1% |
| 3Y | +286.7% | +35.2% | +251.5% | +247.0% |
| 5Y | +339.4% | +24.1% | +315.3% | +299.8% |
| All | +1,874.9% | +117.9% | +1,757.0% | +1,501.3% |
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