-12.0%
SMH vs CP
+9.9%
-21.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +0.5% | -0.7% | +1.2% | +0.3% |
| 30D | -14.2% | +9.6% | -23.9% | -12.7% |
| 3M | -11.5% | +2.2% | -13.7% | -10.2% |
| 6M | -12.0% | +11.1% | -23.1% | -12.9% |
| All | -12.0% | +9.9% | -21.9% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling