+286.8%
SMH vs CRL
+38.7%
+248.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +4.3% | -4.6% | +8.9% | +5.6% |
| 30D | +0.9% | +0.5% | +0.4% | +0.6% |
| 3M | -2.8% | +46.6% | -49.4% | -13.0% |
| 6M | +45.6% | +57.3% | -11.6% | +26.5% |
| YTD | +59.5% | +39.5% | +19.9% | +42.9% |
| 1Y | +93.4% | +76.9% | +16.6% | +60.2% |
| All | +286.8% | +38.7% | +248.2% | +227.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling