+1,007.3%
SMH vs CSX
+6,038.9%
-5,031.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.4% | +7.0% | +5.2% |
| 7D | -11.2% | -5.5% | -5.7% | -8.8% |
| 30D | -25.8% | +4.9% | -30.7% | -27.8% |
| 3M | -18.8% | -2.9% | -16.0% | -18.2% |
| 6M | -15.6% | +8.3% | -24.0% | -19.6% |
| YTD | +28.8% | +36.7% | -7.9% | +9.4% |
| 1Y | +32.6% | +41.5% | -8.9% | +10.7% |
| 3Y | +213.6% | +68.6% | +145.0% | +136.9% |
| 5Y | +222.4% | +48.4% | +174.0% | +158.6% |
| 10Y | +1,429.6% | +446.6% | +983.1% | +549.0% |
| All | +1,007.3% | +6,038.9% | -5,031.6% | +58.5% |
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