+1,054.2%
SMH vs CSGP
+1,251.8%
-197.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.2% |
| 7D | -6.7% | -3.2% | -3.6% | -5.8% |
| 30D | -19.8% | +2.2% | -22.1% | -21.8% |
| 3M | -15.1% | -3.7% | -11.4% | -16.4% |
| 6M | -14.6% | -7.4% | -7.2% | -16.7% |
| YTD | +34.3% | -54.9% | +89.2% | +65.2% |
| 1Y | +35.2% | -54.9% | +90.1% | +65.9% |
| 3Y | +211.7% | -61.9% | +273.6% | +297.1% |
| 5Y | +240.5% | -63.1% | +303.6% | +331.4% |
| 10Y | +1,487.3% | +65.1% | +1,422.2% | +1,092.0% |
| All | +1,054.2% | +1,251.8% | -197.5% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling