+327.2%
SMH vs CHTR
-81.7%
+408.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.0% |
| 7D | +0.3% | -4.1% | +4.4% | +0.7% |
| 30D | -2.8% | -3.0% | +0.2% | -2.7% |
| 3M | -6.7% | +4.8% | -11.5% | -8.0% |
| 6M | +41.8% | -35.0% | +76.8% | +48.9% |
| YTD | +57.9% | -30.2% | +88.0% | +62.2% |
| 1Y | +87.6% | -44.8% | +132.4% | +103.4% |
| 3Y | +282.9% | -66.6% | +349.5% | +362.2% |
| All | +327.2% | -81.7% | +408.9% | +459.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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