+339.4%
SMH vs CAPR
+87.6%
+251.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.2% |
| 7D | +5.2% | -9.5% | +14.7% | +5.4% |
| 30D | -1.5% | +121.5% | -123.1% | -3.1% |
| 3M | -4.1% | -65.4% | +61.3% | -3.4% |
| 6M | +50.8% | -67.5% | +118.3% | +51.9% |
| YTD | +59.3% | -68.6% | +127.9% | +60.5% |
| 1Y | +94.1% | +42.7% | +51.4% | +83.7% |
| 3Y | +286.7% | +43.4% | +243.4% | +234.3% |
| 5Y | +339.4% | +86.0% | +253.4% | +242.3% |
| All | +339.4% | +87.6% | +251.8% | +242.3% |
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 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