+339.4%
SMH vs CPB
-38.5%
+377.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.6% |
| 7D | +5.2% | -8.2% | +13.5% | +3.5% |
| 30D | -1.5% | -5.6% | +4.1% | -2.6% |
| 3M | -4.1% | +3.0% | -7.1% | -3.0% |
| 6M | +50.8% | -12.7% | +63.5% | +49.0% |
| YTD | +59.3% | -18.0% | +77.3% | +56.4% |
| 1Y | +94.1% | -31.7% | +125.8% | +86.2% |
| 3Y | +286.7% | -41.0% | +327.7% | +261.6% |
| 5Y | +339.4% | -38.4% | +377.8% | +325.0% |
| All | +339.4% | -38.5% | +377.9% | +325.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling