+1,789.8%
SMH vs CRL
+249.3%
+1,540.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.7% |
| 7D | +1.4% | -6.9% | +8.3% | +4.4% |
| 30D | -2.2% | -3.2% | +1.0% | -1.0% |
| 3M | -1.9% | +46.5% | -48.4% | -17.3% |
| 6M | +41.0% | +63.1% | -22.1% | +11.7% |
| YTD | +55.6% | +36.9% | +18.7% | +31.8% |
| 1Y | +86.8% | +78.1% | +8.7% | +39.3% |
| 3Y | +277.7% | +36.7% | +241.0% | +192.6% |
| 5Y | +324.2% | -38.1% | +362.3% | +377.3% |
| All | +1,789.8% | +249.3% | +1,540.5% | +817.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling