+1,876.8%
SMH vs CP
+224.3%
+1,652.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | +4.3% | +0.6% | +3.7% | +3.9% |
| 30D | +0.9% | -0.5% | +1.3% | +1.0% |
| 3M | -2.8% | +0.1% | -2.9% | -3.6% |
| 6M | +45.6% | +7.8% | +37.8% | +37.7% |
| YTD | +59.5% | +22.9% | +36.6% | +38.2% |
| 1Y | +93.4% | +21.3% | +72.1% | +68.5% |
| 3Y | +287.1% | +20.4% | +266.7% | +233.4% |
| 5Y | +338.0% | +34.9% | +303.1% | +245.8% |
| 10Y | +1,876.8% | +233.3% | +1,643.5% | +844.2% |
| All | +1,876.8% | +224.3% | +1,652.5% | +844.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling