+211.7%
SMH vs CSGP
-61.1%
+272.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.8% |
| 7D | -6.7% | -3.2% | -3.6% | -6.8% |
| 30D | -19.8% | +2.2% | -22.1% | -20.0% |
| 3M | -15.1% | -3.7% | -11.4% | -15.1% |
| 6M | -14.6% | -7.4% | -7.2% | -14.2% |
| YTD | +34.3% | -54.9% | +89.2% | +59.4% |
| 1Y | +35.2% | -54.9% | +90.1% | +60.1% |
| 3Y | +211.7% | -61.9% | +273.6% | +279.2% |
| All | +211.7% | -61.1% | +272.8% | +279.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling