+213.6%
SMH vs CSX
+68.4%
+145.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.4% | +7.0% | +4.9% |
| 7D | -11.2% | -5.5% | -5.7% | -9.3% |
| 30D | -25.8% | +4.9% | -30.7% | -27.4% |
| 3M | -18.8% | -2.9% | -16.0% | -18.1% |
| 6M | -15.6% | +8.3% | -24.0% | -19.2% |
| YTD | +28.8% | +36.7% | -7.9% | +10.5% |
| 1Y | +32.6% | +41.5% | -8.9% | +11.9% |
| 3Y | +213.6% | +68.6% | +145.0% | +132.3% |
| All | +213.6% | +68.4% | +145.2% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling