+1,876.8%
SMH vs CAPR
-77.3%
+1,954.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.2% |
| 7D | +4.3% | -12.6% | +17.0% | +4.6% |
| 30D | +0.9% | +124.4% | -123.6% | -1.3% |
| 3M | -2.8% | -66.8% | +64.0% | -1.9% |
| 6M | +45.6% | -71.8% | +117.4% | +47.4% |
| YTD | +59.5% | -70.1% | +129.5% | +61.0% |
| 1Y | +93.4% | +33.3% | +60.1% | +79.8% |
| 3Y | +287.1% | +36.7% | +250.4% | +245.3% |
| 5Y | +338.0% | +72.5% | +265.6% | +281.6% |
| 10Y | +1,876.8% | -77.3% | +1,954.1% | +1,537.0% |
| All | +1,876.8% | -77.3% | +1,954.1% | +1,537.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling