+1,047.3%
SMH vs CARR
+421.5%
+625.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +0.9% |
| 7D | +0.3% | -3.8% | +4.0% | +1.8% |
| 30D | -2.8% | -8.9% | +6.1% | +0.9% |
| 3M | -6.7% | -17.3% | +10.6% | +0.7% |
| 6M | +41.8% | -1.4% | +43.2% | +42.0% |
| YTD | +57.9% | +10.0% | +47.9% | +51.1% |
| 1Y | +87.6% | -6.4% | +94.0% | +90.7% |
| 3Y | +282.9% | +1.5% | +281.4% | +274.5% |
| 5Y | +330.4% | +9.3% | +321.1% | +291.6% |
| All | +1,047.3% | +421.5% | +625.8% | +875.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling