+1,817.6%
SMH vs CNI
+138.2%
+1,679.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.9% |
| 7D | +0.3% | -0.4% | +0.6% | +0.5% |
| 30D | -2.8% | -2.7% | -0.1% | -1.0% |
| 3M | -6.7% | +3.9% | -10.6% | -9.8% |
| 6M | +41.8% | +16.4% | +25.4% | +26.1% |
| YTD | +57.9% | +25.8% | +32.1% | +32.2% |
| 1Y | +87.6% | +32.4% | +55.2% | +50.9% |
| 3Y | +282.9% | +19.1% | +263.9% | +226.7% |
| 5Y | +330.4% | +13.6% | +316.8% | +278.4% |
| All | +1,817.6% | +138.2% | +1,679.4% | +955.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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