+123.6%
SMH vs CRCL
+30.9%
+92.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.4% | -2.2% |
| 7D | +1.4% | -12.5% | +13.9% | +2.3% |
| 30D | -2.2% | +26.9% | -29.1% | -3.9% |
| 3M | -1.9% | +14.4% | -16.3% | -3.3% |
| 6M | +41.0% | -23.5% | +64.5% | +40.9% |
| YTD | +55.6% | +13.9% | +41.7% | +51.7% |
| 1Y | +86.8% | -20.6% | +107.4% | +84.1% |
| All | +123.6% | +30.9% | +92.7% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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