+968.5%
SMH vs CSGP
+1,328.4%
-359.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -1.6% | -9.6% | -10.7% |
| 7D | -20.3% | +13.9% | -34.2% | -24.0% |
| 30D | -29.2% | +16.0% | -45.2% | -33.9% |
| 3M | -21.4% | +6.1% | -27.5% | -25.1% |
| 6M | -14.3% | -8.2% | -6.2% | -16.2% |
| YTD | +24.3% | -52.3% | +76.7% | +50.3% |
| 1Y | +24.9% | -54.5% | +79.4% | +53.2% |
| 3Y | +203.5% | -58.6% | +262.1% | +276.2% |
| 5Y | +211.2% | -61.5% | +272.7% | +289.3% |
| 10Y | +1,376.1% | +74.7% | +1,301.5% | +989.3% |
| All | +968.5% | +1,328.4% | -359.9% | +251.2% |
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 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