+96.2%
SMH vs CAH
+65.8%
+30.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.5% |
| 7D | +2.5% | +5.4% | -2.9% | +3.2% |
| 30D | -0.5% | +3.3% | -3.8% | 0.0% |
| 3M | -9.6% | +22.8% | -32.4% | -8.1% |
| 6M | +42.1% | +11.3% | +30.8% | +44.9% |
| YTD | +57.4% | +21.1% | +36.3% | +61.6% |
| 1Y | +96.2% | +67.2% | +29.0% | +105.5% |
| All | +96.2% | +65.8% | +30.4% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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