+250.6%
SMH vs CSGP
-63.2%
+313.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +0.5% | -7.1% | +7.6% | +2.0% |
| 30D | -14.2% | +3.6% | -17.8% | -16.0% |
| 3M | -11.5% | -2.7% | -8.8% | -12.6% |
| 6M | -12.0% | -8.0% | -4.0% | -12.9% |
| YTD | +40.8% | -55.0% | +95.8% | +79.3% |
| 1Y | +44.9% | -55.8% | +100.6% | +85.4% |
| 3Y | +226.7% | -62.0% | +288.7% | +329.0% |
| 5Y | +250.6% | -62.9% | +313.5% | +371.1% |
| All | +250.6% | -63.2% | +313.8% | +371.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling