+327.2%
SMH vs CRH
+93.9%
+233.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.8% |
| 7D | +0.3% | -6.1% | +6.3% | +4.1% |
| 30D | -2.8% | -9.3% | +6.5% | +3.0% |
| 3M | -6.7% | -15.2% | +8.5% | +2.1% |
| 6M | +41.8% | -14.2% | +56.0% | +53.1% |
| YTD | +57.9% | -28.3% | +86.1% | +90.3% |
| 1Y | +87.6% | -21.8% | +109.4% | +112.6% |
| 3Y | +282.9% | +71.6% | +211.3% | +149.7% |
| All | +327.2% | +93.9% | +233.3% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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