+286.7%
SMH vs CPB
-40.5%
+327.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.7% |
| 7D | +5.2% | -8.2% | +13.5% | +2.9% |
| 30D | -1.5% | -5.6% | +4.1% | -2.9% |
| 3M | -4.1% | +3.0% | -7.1% | -2.6% |
| 6M | +50.8% | -12.7% | +63.5% | +48.1% |
| YTD | +59.3% | -18.0% | +77.3% | +55.1% |
| 1Y | +94.1% | -31.7% | +125.8% | +82.7% |
| 3Y | +286.7% | -41.0% | +327.7% | +253.9% |
| All | +286.7% | -40.5% | +327.2% | +253.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling