+3,977.8%
SMH vs CELH
+245.5%
+3,732.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.3% |
| 7D | +4.3% | -11.7% | +16.0% | +4.7% |
| 30D | +0.9% | +1.6% | -0.7% | +0.8% |
| 3M | -2.8% | -2.0% | -0.9% | -3.0% |
| 6M | +45.6% | -36.2% | +81.8% | +47.0% |
| YTD | +59.5% | -39.6% | +99.0% | +61.1% |
| 1Y | +93.4% | -50.7% | +144.1% | +96.3% |
| 3Y | +287.1% | -58.9% | +346.0% | +291.5% |
| 5Y | +338.0% | -5.4% | +343.4% | +330.5% |
| 10Y | +1,876.8% | +3,848.6% | -1,971.8% | +1,730.0% |
| All | +3,977.8% | +245.5% | +3,732.3% | +3,470.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling