+1,007.3%
SMH vs CP
+5,413.7%
-4,406.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.5% |
| 7D | -11.2% | +2.8% | -14.0% | -12.5% |
| 30D | -25.8% | +10.2% | -36.0% | -29.6% |
| 3M | -18.8% | +2.4% | -21.2% | -20.2% |
| 6M | -15.6% | +7.7% | -23.3% | -19.6% |
| YTD | +28.8% | +26.0% | +2.8% | +12.8% |
| 1Y | +32.6% | +34.6% | -2.1% | +12.2% |
| 3Y | +213.6% | +26.7% | +186.9% | +171.5% |
| 5Y | +222.4% | +24.9% | +197.5% | +179.3% |
| 10Y | +1,429.6% | +258.6% | +1,171.0% | +685.8% |
| All | +1,007.3% | +5,413.7% | -4,406.4% | +16.9% |
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 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