+1,475.7%
SMH vs CNP
+146.5%
+1,329.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | +4.9% | +1.3% | +3.6% | +4.5% |
| 30D | -13.8% | +3.8% | -17.6% | -14.9% |
| 3M | -17.4% | +2.4% | -19.7% | -18.1% |
| 6M | -15.0% | -1.2% | -13.8% | -15.2% |
| YTD | +35.2% | +9.3% | +25.9% | +29.7% |
| 1Y | +41.6% | +6.4% | +35.2% | +37.0% |
| 3Y | +215.6% | +66.4% | +149.3% | +153.8% |
| 5Y | +233.2% | +75.7% | +157.5% | +160.5% |
| All | +1,475.7% | +146.5% | +1,329.2% | +832.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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