+1,030.6%
SMH vs CARR
+414.1%
+616.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.2% | -1.5% |
| 7D | +1.4% | -4.1% | +5.5% | +3.1% |
| 30D | -2.2% | -11.0% | +8.8% | +2.4% |
| 3M | -1.9% | -16.4% | +14.5% | +5.5% |
| 6M | +41.0% | -2.4% | +43.4% | +41.8% |
| YTD | +55.6% | +8.4% | +47.2% | +49.7% |
| 1Y | +86.8% | -8.0% | +94.8% | +91.2% |
| 3Y | +277.7% | +0.6% | +277.1% | +270.9% |
| 5Y | +324.2% | +7.7% | +316.4% | +288.1% |
| All | +1,030.6% | +414.1% | +616.6% | +867.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling