+1,269.2%
SMH vs CHD
+4,204.1%
-2,934.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.8% |
| 7D | +5.2% | -2.9% | +8.1% | +6.1% |
| 30D | -1.5% | -6.2% | +4.7% | +0.1% |
| 3M | -4.1% | +1.6% | -5.6% | -5.2% |
| 6M | +50.8% | -3.5% | +54.3% | +50.9% |
| YTD | +59.3% | +16.2% | +43.1% | +50.3% |
| 1Y | +94.1% | +3.4% | +90.7% | +88.9% |
| 3Y | +286.7% | +4.6% | +282.1% | +266.1% |
| 5Y | +339.4% | +21.1% | +318.3% | +287.9% |
| 10Y | +1,803.3% | +126.5% | +1,676.7% | +1,192.7% |
| All | +1,269.2% | +4,204.1% | -2,934.9% | +280.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling