+42.1%
SMH vs CSGP
-34.0%
+76.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +1.4% |
| 7D | +2.5% | -4.1% | +6.6% | +0.5% |
| 30D | -0.5% | +2.3% | -2.8% | +1.3% |
| 3M | -9.6% | -8.2% | -1.5% | -9.8% |
| 6M | +42.1% | -35.1% | +77.1% | +38.3% |
| All | +42.1% | -34.0% | +76.0% | +38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling