+43.4%
SMH vs CAPR
+47.4%
-4.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.3% | -11.0% | -2.8% |
| 7D | -11.2% | +43.2% | -54.3% | -11.3% |
| 30D | -20.4% | +14.7% | -35.1% | -20.5% |
| 3M | -12.4% | +113.9% | -126.3% | -12.8% |
| 6M | -0.5% | -73.4% | +72.9% | -0.1% |
| YTD | +40.0% | -69.1% | +109.1% | +40.4% |
| 1Y | +43.4% | +47.2% | -3.8% | +42.3% |
| All | +43.4% | +47.4% | -4.0% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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