+1,253.2%
SMH vs CPB
+49.9%
+1,203.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +3.2% |
| 7D | +2.5% | -8.6% | +11.1% | +4.1% |
| 30D | -0.5% | -7.2% | +6.8% | +0.7% |
| 3M | -9.6% | +0.9% | -10.5% | -10.6% |
| 6M | +42.1% | -11.8% | +53.9% | +44.0% |
| YTD | +57.4% | -19.4% | +76.9% | +62.1% |
| 1Y | +96.2% | -30.4% | +126.6% | +107.7% |
| 3Y | +267.9% | -40.2% | +308.1% | +291.8% |
| 5Y | +327.7% | -39.5% | +367.2% | +344.0% |
| 10Y | +1,764.6% | -47.4% | +1,812.0% | +1,835.8% |
| All | +1,253.2% | +49.9% | +1,203.3% | +829.9% |
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 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