+44.9%
SMH vs CSGP
-55.2%
+100.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +0.5% | -7.1% | +7.6% | -1.6% |
| 30D | -14.2% | +3.6% | -17.8% | -12.5% |
| 3M | -11.5% | -2.7% | -8.8% | -10.8% |
| 6M | -12.0% | -8.0% | -4.0% | -10.2% |
| YTD | +40.8% | -55.0% | +95.8% | +48.2% |
| 1Y | +44.9% | -55.8% | +100.6% | +53.4% |
| All | +44.9% | -55.2% | +100.0% | +53.4% |
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