+96.2%
SMH vs CTVA
+22.4%
+73.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.6% |
| 7D | +2.5% | +4.9% | -2.4% | +2.7% |
| 30D | -0.5% | +11.9% | -12.4% | -0.2% |
| 3M | -9.6% | +13.7% | -23.3% | -10.4% |
| 6M | +42.1% | +13.1% | +28.9% | +40.8% |
| YTD | +57.4% | +32.0% | +25.5% | +56.0% |
| 1Y | +96.2% | +22.1% | +74.2% | +92.3% |
| All | +96.2% | +22.4% | +73.8% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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