+1,475.7%
SMH vs CRL
+350.3%
+1,125.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.6% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -13.8% | +11.9% | -25.7% | -17.8% |
| 3M | -17.4% | +20.2% | -37.5% | -23.8% |
| 6M | -15.0% | +107.5% | -122.5% | -38.6% |
| YTD | +35.2% | +69.4% | -34.3% | +4.4% |
| 1Y | +41.6% | +99.7% | -58.1% | +1.4% |
| 3Y | +215.6% | +98.8% | +116.9% | +105.8% |
| 5Y | +233.2% | -12.4% | +245.6% | +221.7% |
| All | +1,475.7% | +350.3% | +1,125.4% | +581.6% |
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