+1,116.9%
SMH vs CTVA
+211.9%
+905.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.6% |
| 7D | +4.3% | -5.8% | +10.1% | +6.6% |
| 30D | +0.9% | +11.1% | -10.2% | -3.3% |
| 3M | -2.8% | +13.2% | -16.1% | -8.3% |
| 6M | +45.6% | +8.7% | +36.9% | +39.1% |
| YTD | +59.5% | +27.3% | +32.2% | +43.0% |
| 1Y | +93.4% | +18.0% | +75.4% | +77.6% |
| 3Y | +287.1% | +76.5% | +210.6% | +195.1% |
| 5Y | +338.0% | +105.1% | +233.0% | +206.5% |
| All | +1,116.9% | +211.9% | +905.0% | +546.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling