+1,253.2%
SMH vs CP
+5,367.7%
-4,114.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.4% |
| 7D | +2.5% | -2.7% | +5.2% | +3.9% |
| 30D | -0.5% | +0.2% | -0.6% | -0.6% |
| 3M | -9.6% | +2.6% | -12.2% | -11.3% |
| 6M | +42.1% | +6.0% | +36.1% | +37.1% |
| YTD | +57.4% | +24.9% | +32.5% | +39.2% |
| 1Y | +96.2% | +20.1% | +76.1% | +76.6% |
| 3Y | +267.9% | +16.4% | +251.5% | +233.6% |
| 5Y | +327.7% | +31.7% | +295.9% | +262.0% |
| 10Y | +1,764.6% | +223.9% | +1,540.8% | +907.9% |
| All | +1,253.2% | +5,367.7% | -4,114.5% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling