+233.7%
SMH vs CAPR
+172.3%
+61.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.9% | +3.9% | -2.9% |
| 7D | +4.9% | +5.9% | -1.0% | +4.8% |
| 30D | -13.8% | +44.6% | -58.4% | -14.4% |
| 3M | -17.4% | +126.4% | -143.7% | -18.8% |
| 6M | -15.0% | -68.6% | +53.6% | -14.4% |
| YTD | +35.2% | -67.0% | +102.1% | +35.8% |
| 1Y | +41.6% | +65.2% | -23.6% | +33.5% |
| 3Y | +215.6% | +235.6% | -19.9% | +157.0% |
| All | +233.7% | +172.3% | +61.4% | +151.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling