-18.8%
SMH vs CSX
-4.4%
-14.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.4% | +7.0% | +2.7% |
| 7D | -11.2% | -5.5% | -5.7% | -12.3% |
| 30D | -25.8% | +4.9% | -30.7% | -23.6% |
| 3M | -18.8% | -2.9% | -16.0% | -14.7% |
| All | -18.8% | -4.4% | -14.5% | -14.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling