+1,487.3%
SMH vs CMS
+134.3%
+1,353.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -6.7% | +0.5% | -7.2% | -6.8% |
| 30D | -19.8% | +7.4% | -27.3% | -20.9% |
| 3M | -15.1% | +1.9% | -16.9% | -15.4% |
| 6M | -14.6% | -2.3% | -12.3% | -14.7% |
| YTD | +34.3% | +3.0% | +31.3% | +32.5% |
| 1Y | +35.2% | -2.8% | +38.0% | +34.9% |
| 3Y | +211.7% | +37.9% | +173.8% | +179.0% |
| 5Y | +240.5% | +34.0% | +206.5% | +203.0% |
| 10Y | +1,487.3% | +138.1% | +1,349.2% | +1,211.3% |
| All | +1,487.3% | +134.3% | +1,353.0% | +1,211.3% |
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