+4,571.1%
SMH vs CHTR
+301.6%
+4,269.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.0% | -7.4% | -3.7% |
| 7D | +1.4% | -7.1% | +8.5% | +3.0% |
| 30D | -2.2% | -10.9% | +8.7% | -0.1% |
| 3M | -1.9% | +2.0% | -3.9% | -4.0% |
| 6M | +41.0% | -35.9% | +76.9% | +52.0% |
| YTD | +55.6% | -32.7% | +88.2% | +63.9% |
| 1Y | +86.8% | -46.6% | +133.4% | +110.4% |
| 3Y | +277.7% | -66.7% | +344.4% | +370.2% |
| 5Y | +324.2% | -82.1% | +406.3% | +539.8% |
| 10Y | +1,828.6% | -46.8% | +1,875.4% | +1,903.3% |
| All | +4,571.1% | +301.6% | +4,269.5% | +2,236.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling