+96.2%
SMH vs CPB
-32.6%
+128.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +1.4% |
| 7D | +2.5% | -8.6% | +11.1% | -0.6% |
| 30D | -0.5% | -7.2% | +6.8% | -2.9% |
| 3M | -9.6% | +0.9% | -10.5% | -8.4% |
| 6M | +42.1% | -11.8% | +53.9% | +39.7% |
| YTD | +57.4% | -19.4% | +76.9% | +52.7% |
| 1Y | +96.2% | -30.4% | +126.6% | +88.4% |
| All | +96.2% | -32.6% | +128.8% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling