+238.3%
SMH vs CART
+39.2%
+199.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.0% |
| 7D | -4.1% | +1.5% | -5.6% | -4.3% |
| 30D | -19.2% | +22.4% | -41.6% | -21.4% |
| 3M | -16.4% | +16.5% | -32.9% | -18.2% |
| 6M | -14.0% | +44.9% | -58.8% | -18.9% |
| YTD | +35.3% | +30.0% | +5.4% | +29.3% |
| 1Y | +40.4% | +59.1% | -18.6% | +28.5% |
| 3Y | +226.8% | +138.8% | +88.0% | +177.8% |
| All | +238.3% | +39.2% | +199.1% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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