+228.7%
SMH vs CAPR
+299.3%
-70.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +26.5% | -21.7% | +4.5% |
| 7D | +0.5% | +25.8% | -25.3% | +0.2% |
| 30D | -14.2% | +50.2% | -64.4% | -14.7% |
| 3M | -11.5% | +185.5% | -197.0% | -12.8% |
| 6M | -12.0% | -64.8% | +52.8% | -11.7% |
| YTD | +40.8% | -61.1% | +101.9% | +41.0% |
| 1Y | +44.9% | +81.0% | -36.1% | +39.8% |
| All | +228.7% | +299.3% | -70.6% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling