+1,253.2%
SMH vs CMS
+545.8%
+707.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | -0.5% | -3.6% | +3.1% | +0.6% |
| 3M | -9.6% | -1.9% | -7.7% | -9.6% |
| 6M | +42.1% | -11.0% | +53.0% | +46.1% |
| YTD | +57.4% | +0.2% | +57.2% | +56.0% |
| 1Y | +96.2% | -1.3% | +97.5% | +94.9% |
| 3Y | +267.9% | +35.9% | +232.0% | +223.5% |
| 5Y | +327.7% | +23.1% | +304.6% | +283.3% |
| 10Y | +1,764.6% | +117.9% | +1,646.7% | +1,252.5% |
| All | +1,253.2% | +545.8% | +707.4% | +406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling