+277.4%
SMH vs CAH
+178.5%
+98.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.8% | -2.4% |
| 7D | +1.4% | -5.1% | +6.5% | +1.5% |
| 30D | -2.2% | -1.8% | -0.4% | -2.2% |
| 3M | -1.9% | +9.4% | -11.2% | -2.4% |
| 6M | +41.0% | +9.2% | +31.8% | +40.5% |
| YTD | +55.6% | +15.7% | +39.9% | +54.2% |
| 1Y | +86.8% | +59.7% | +27.1% | +77.9% |
| All | +277.4% | +178.5% | +98.9% | +236.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling