+43.4%
SMH vs CARR
-1.4%
+44.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -3.0% |
| 7D | -11.2% | -0.7% | -10.5% | -10.8% |
| 30D | -20.4% | +0.3% | -20.8% | -20.6% |
| 3M | -12.4% | -14.9% | +2.5% | -5.5% |
| 6M | -0.5% | -14.9% | +14.4% | +7.7% |
| YTD | +40.0% | +7.0% | +33.0% | +36.5% |
| 1Y | +43.4% | -1.8% | +45.1% | +42.3% |
| All | +43.4% | -1.4% | +44.8% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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