+43.4%
SMH vs CSX
+48.0%
-4.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.4% | -3.2% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -20.4% | +9.7% | -30.2% | -22.2% |
| 3M | -12.4% | +2.3% | -14.7% | -12.1% |
| 6M | -0.5% | +17.1% | -17.6% | -6.3% |
| YTD | +40.0% | +44.9% | -4.9% | +19.6% |
| 1Y | +43.4% | +47.1% | -3.7% | +21.2% |
| All | +43.4% | +48.0% | -4.6% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling