+1,269.2%
SMH vs CAH
+1,181.0%
+88.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +2.1% |
| 7D | +5.2% | +0.5% | +4.8% | +5.0% |
| 30D | -1.5% | +1.7% | -3.3% | -2.3% |
| 3M | -4.1% | +17.9% | -22.0% | -9.8% |
| 6M | +50.8% | +10.9% | +39.8% | +44.0% |
| YTD | +59.3% | +17.9% | +41.5% | +48.5% |
| 1Y | +94.1% | +61.7% | +32.4% | +60.4% |
| 3Y | +286.7% | +183.7% | +103.0% | +156.3% |
| 5Y | +339.4% | +401.3% | -61.9% | +132.3% |
| 10Y | +1,803.3% | +293.7% | +1,509.6% | +917.2% |
| All | +1,269.2% | +1,181.0% | +88.2% | +414.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling