+327.2%
SMH vs CARR
+8.3%
+318.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +0.6% |
| 7D | +0.3% | -3.8% | +4.0% | +2.6% |
| 30D | -2.8% | -8.9% | +6.1% | +2.7% |
| 3M | -6.7% | -17.3% | +10.6% | +4.3% |
| 6M | +41.8% | -1.4% | +43.2% | +41.0% |
| YTD | +57.9% | +10.0% | +47.9% | +45.8% |
| 1Y | +87.6% | -6.4% | +94.0% | +90.6% |
| 3Y | +282.9% | +1.5% | +281.4% | +253.5% |
| All | +327.2% | +8.3% | +318.9% | +242.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling