+3,037.5%
SMH vs CNC
+5,287.0%
-2,249.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +4.3% | -4.9% | +9.2% | +5.2% |
| 30D | +0.9% | -3.8% | +4.6% | +1.4% |
| 3M | -2.8% | -3.2% | +0.4% | -2.6% |
| 6M | +45.6% | +47.9% | -2.3% | +34.3% |
| YTD | +59.5% | +55.7% | +3.8% | +45.1% |
| 1Y | +93.4% | +106.2% | -12.8% | +66.2% |
| 3Y | +287.1% | -2.1% | +289.2% | +263.5% |
| 5Y | +338.0% | +3.4% | +334.7% | +301.2% |
| 10Y | +1,876.8% | +91.7% | +1,785.2% | +1,469.4% |
| All | +3,037.5% | +5,287.0% | -2,249.4% | +1,412.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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