+327.2%
SMH vs CAH
+393.5%
-66.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +0.3% | -5.1% | +5.4% | +1.0% |
| 30D | -2.8% | +0.2% | -3.0% | -2.9% |
| 3M | -6.7% | +6.3% | -13.0% | -7.8% |
| 6M | +41.8% | +9.4% | +32.4% | +39.3% |
| YTD | +57.9% | +15.0% | +42.9% | +53.5% |
| 1Y | +87.6% | +55.4% | +32.2% | +70.3% |
| 3Y | +282.9% | +173.8% | +109.1% | +197.2% |
| All | +327.2% | +393.5% | -66.3% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling