+32.6%
SMH vs CSGP
-56.4%
+88.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.7% | +8.3% | +2.3% |
| 7D | -11.2% | +1.3% | -12.5% | -10.7% |
| 30D | -25.8% | +10.7% | -36.5% | -22.8% |
| 3M | -18.8% | +3.3% | -22.1% | -16.8% |
| 6M | -15.6% | -10.3% | -5.3% | -13.8% |
| YTD | +28.8% | -54.6% | +83.4% | +34.9% |
| 1Y | +32.6% | -54.6% | +87.2% | +39.2% |
| All | +32.6% | -56.4% | +88.9% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling