+222.0%
SMH vs CART
+38.4%
+183.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.5% |
| 7D | -11.2% | +3.0% | -14.2% | -11.5% |
| 30D | -25.8% | +28.6% | -54.3% | -28.2% |
| 3M | -18.8% | +29.1% | -47.9% | -21.9% |
| 6M | -15.6% | +44.7% | -60.3% | -20.4% |
| YTD | +28.8% | +29.2% | -0.4% | +23.2% |
| 1Y | +32.6% | +66.2% | -33.6% | +20.1% |
| 3Y | +213.6% | +112.8% | +100.8% | +168.6% |
| All | +222.0% | +38.4% | +183.7% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling