+86.8%
SMH vs CPB
-33.6%
+120.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -3.9% |
| 7D | +1.4% | -5.4% | +6.8% | -0.5% |
| 30D | -2.2% | -7.8% | +5.6% | -4.7% |
| 3M | -1.9% | -6.9% | +5.1% | -2.9% |
| 6M | +41.0% | -12.2% | +53.2% | +38.1% |
| YTD | +55.6% | -21.1% | +76.6% | +49.3% |
| 1Y | +86.8% | -33.5% | +120.3% | +77.4% |
| All | +86.8% | -33.6% | +120.4% | +77.4% |
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