+43.4%
SMH vs CHD
+30.9%
+12.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.4% | -1.1% |
| 7D | -11.2% | +6.9% | -18.1% | -7.3% |
| 30D | -20.4% | +17.1% | -37.6% | -12.6% |
| 3M | -12.4% | +9.1% | -21.5% | -7.2% |
| 6M | -0.5% | +21.4% | -21.9% | +11.6% |
| YTD | +40.0% | +34.9% | +5.2% | +70.3% |
| 1Y | +43.4% | +31.0% | +12.4% | +70.9% |
| All | +43.4% | +30.9% | +12.5% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling