+93.4%
SMH vs CP
+19.4%
+74.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | +4.3% | +0.6% | +3.7% | +4.2% |
| 30D | +0.9% | -0.5% | +1.3% | +1.0% |
| 3M | -2.8% | +0.1% | -2.9% | -3.1% |
| 6M | +45.6% | +7.8% | +37.8% | +40.2% |
| YTD | +59.5% | +22.9% | +36.6% | +49.8% |
| 1Y | +93.4% | +21.3% | +72.1% | +82.8% |
| All | +93.4% | +19.4% | +74.0% | +82.8% |
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