+324.2%
SMH vs CHD
+19.7%
+304.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.6% |
| 7D | +1.4% | -4.7% | +6.1% | +0.9% |
| 30D | -2.2% | -8.3% | +6.1% | -3.1% |
| 3M | -1.9% | -4.0% | +2.2% | -2.1% |
| 6M | +41.0% | -6.5% | +47.5% | +40.6% |
| YTD | +55.6% | +13.1% | +42.5% | +56.3% |
| 1Y | +86.8% | +2.3% | +84.5% | +87.7% |
| 3Y | +277.7% | +1.8% | +275.9% | +273.4% |
| 5Y | +324.2% | +20.6% | +303.6% | +301.8% |
| All | +324.2% | +19.7% | +304.5% | +301.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling