+1,061.7%
SMH vs CPB
+61.7%
+1,000.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.5% |
| 7D | +4.9% | -1.6% | +6.5% | +5.1% |
| 30D | -13.8% | +19.2% | -33.0% | -16.7% |
| 3M | -17.4% | -1.0% | -16.4% | -17.7% |
| 6M | -15.0% | +15.2% | -30.2% | -18.3% |
| YTD | +35.2% | -13.1% | +48.3% | +36.7% |
| 1Y | +41.6% | -22.4% | +64.0% | +46.5% |
| 3Y | +215.6% | -35.3% | +250.9% | +230.8% |
| 5Y | +233.2% | -33.0% | +266.2% | +237.6% |
| 10Y | +1,458.7% | -39.2% | +1,497.8% | +1,448.2% |
| All | +1,061.7% | +61.7% | +1,000.0% | +684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling