+1,817.6%
SMH vs CAH
+294.8%
+1,522.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +0.3% | -5.1% | +5.4% | +1.6% |
| 30D | -2.8% | +0.2% | -3.0% | -2.9% |
| 3M | -6.7% | +6.3% | -13.0% | -8.6% |
| 6M | +41.8% | +9.4% | +32.4% | +37.3% |
| YTD | +57.9% | +15.0% | +42.9% | +50.2% |
| 1Y | +87.6% | +55.4% | +32.2% | +62.1% |
| 3Y | +282.9% | +173.8% | +109.1% | +172.5% |
| 5Y | +330.4% | +395.2% | -64.8% | +147.2% |
| All | +1,817.6% | +294.8% | +1,522.8% | +977.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling