+1,256.8%
SMH vs CRH
+1,054.1%
+202.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | +0.3% | -6.1% | +6.3% | +2.5% |
| 30D | -2.8% | -9.3% | +6.5% | +0.6% |
| 3M | -6.7% | -15.2% | +8.5% | -1.6% |
| 6M | +41.8% | -14.2% | +56.0% | +48.8% |
| YTD | +57.9% | -28.3% | +86.1% | +76.3% |
| 1Y | +87.6% | -21.8% | +109.4% | +102.9% |
| 3Y | +282.9% | +71.6% | +211.3% | +214.4% |
| 5Y | +330.4% | +96.6% | +233.8% | +236.6% |
| 10Y | +1,857.0% | +253.8% | +1,603.1% | +1,148.6% |
| All | +1,256.8% | +1,054.1% | +202.7% | +566.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling