+1,253.2%
SMH vs CSX
+6,075.1%
-4,821.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +2.2% |
| 7D | +2.5% | -3.4% | +5.9% | +4.2% |
| 30D | -0.5% | -3.1% | +2.6% | +1.0% |
| 3M | -9.6% | +7.2% | -16.8% | -12.9% |
| 6M | +42.1% | +16.2% | +25.9% | +31.5% |
| YTD | +57.4% | +37.5% | +19.9% | +34.2% |
| 1Y | +96.2% | +53.2% | +43.0% | +58.4% |
| 3Y | +267.9% | +68.2% | +199.7% | +179.7% |
| 5Y | +327.7% | +65.2% | +262.4% | +227.8% |
| 10Y | +1,764.6% | +504.1% | +1,260.5% | +659.5% |
| All | +1,253.2% | +6,075.1% | -4,821.9% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling