+43.4%
SMH vs CP
+35.2%
+8.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -3.2% |
| 7D | -11.2% | +5.6% | -16.7% | -11.9% |
| 30D | -20.4% | +10.0% | -30.5% | -21.8% |
| 3M | -12.4% | +4.4% | -16.8% | -12.8% |
| 6M | -0.5% | +14.1% | -14.6% | -4.7% |
| YTD | +40.0% | +29.1% | +11.0% | +30.4% |
| 1Y | +43.4% | +34.6% | +8.8% | +30.6% |
| All | +43.4% | +35.2% | +8.2% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling