+1,817.6%
SMH vs CELH
+3,788.6%
-1,971.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.2% |
| 7D | +0.3% | -11.2% | +11.5% | +1.9% |
| 30D | -2.8% | -1.4% | -1.3% | -2.9% |
| 3M | -6.7% | -4.2% | -2.6% | -7.3% |
| 6M | +41.8% | -40.5% | +82.2% | +50.2% |
| YTD | +57.9% | -40.5% | +98.4% | +66.6% |
| 1Y | +87.6% | -53.0% | +140.6% | +103.4% |
| 3Y | +282.9% | -59.1% | +342.0% | +304.2% |
| 5Y | +330.4% | -10.7% | +341.1% | +279.6% |
| All | +1,817.6% | +3,788.6% | -1,971.0% | +1,039.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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