+251.9%
SMH vs CART
+40.2%
+211.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.7% |
| 7D | +0.5% | -0.6% | +1.1% | +0.7% |
| 30D | -14.2% | +23.1% | -37.3% | -16.6% |
| 3M | -11.5% | +19.2% | -30.7% | -13.8% |
| 6M | -12.0% | +45.7% | -57.7% | -17.1% |
| YTD | +40.8% | +30.9% | +9.9% | +34.4% |
| 1Y | +44.9% | +50.2% | -5.3% | +34.2% |
| 3Y | +226.7% | +133.5% | +93.2% | +178.2% |
| All | +251.9% | +40.2% | +211.7% | +201.2% |
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