+339.4%
SMH vs CP
+34.0%
+305.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | +5.2% | +2.4% | +2.8% | +3.8% |
| 30D | -1.5% | -0.5% | -1.0% | -1.3% |
| 3M | -4.1% | +1.4% | -5.5% | -5.5% |
| 6M | +50.8% | +10.3% | +40.4% | +40.8% |
| YTD | +59.3% | +24.3% | +35.0% | +37.7% |
| 1Y | +94.1% | +20.4% | +73.6% | +70.6% |
| 3Y | +286.7% | +21.8% | +264.9% | +231.2% |
| 5Y | +339.4% | +31.5% | +307.9% | +253.6% |
| All | +339.4% | +34.0% | +305.4% | +253.6% |
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 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