-14.3%
SMH vs CSGP
-9.0%
-5.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -1.6% | -9.6% | -12.0% |
| 7D | -20.3% | +13.9% | -34.2% | -14.7% |
| 30D | -29.2% | +16.0% | -45.2% | -21.9% |
| 3M | -21.4% | +6.1% | -27.5% | -16.7% |
| 6M | -14.3% | -8.2% | -6.2% | -16.2% |
| All | -14.3% | -9.0% | -5.3% | -16.2% |
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 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