+216.7%
SMH vs CMS
+33.6%
+183.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +5.0% | +3.5% |
| 7D | -11.2% | -0.5% | -10.7% | -11.2% |
| 30D | -25.8% | +7.2% | -33.0% | -25.3% |
| 3M | -18.8% | -1.3% | -17.6% | -18.8% |
| 6M | -15.6% | -4.3% | -11.3% | -15.8% |
| YTD | +28.8% | +2.1% | +26.8% | +28.7% |
| 1Y | +32.6% | -0.6% | +33.2% | +32.4% |
| 3Y | +213.6% | +38.0% | +175.6% | +199.5% |
| All | +216.7% | +33.6% | +183.1% | +209.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling