-15.0%
SMH vs CPB
+15.2%
-30.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -1.2% |
| 7D | +4.9% | -1.6% | +6.5% | +4.2% |
| 30D | -13.8% | +19.2% | -33.0% | -4.8% |
| 3M | -17.4% | -0.9% | -16.4% | -16.2% |
| 6M | -15.0% | +15.2% | -30.2% | +1.6% |
| All | -15.0% | +15.2% | -30.2% | +1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling