+216.7%
SMH vs CP
+24.4%
+192.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.6% |
| 7D | -11.2% | +2.8% | -14.0% | -12.7% |
| 30D | -25.8% | +10.2% | -36.0% | -30.1% |
| 3M | -18.8% | +2.4% | -21.2% | -20.3% |
| 6M | -15.6% | +7.7% | -23.3% | -20.3% |
| YTD | +28.8% | +26.0% | +2.8% | +9.7% |
| 1Y | +32.6% | +34.6% | -2.1% | +8.1% |
| 3Y | +213.6% | +26.7% | +186.9% | +160.2% |
| All | +216.7% | +24.4% | +192.4% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling