+338.0%
SMH vs CRL
-37.6%
+375.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +4.3% | -4.6% | +8.9% | +5.9% |
| 30D | +0.9% | +0.5% | +0.4% | +0.6% |
| 3M | -2.8% | +46.6% | -49.4% | -15.1% |
| 6M | +45.6% | +57.3% | -11.6% | +22.7% |
| YTD | +59.5% | +39.5% | +19.9% | +39.4% |
| 1Y | +93.4% | +76.9% | +16.6% | +54.0% |
| 3Y | +287.1% | +39.4% | +247.7% | +216.1% |
| 5Y | +338.0% | -37.2% | +375.2% | +343.4% |
| All | +338.0% | -37.6% | +375.7% | +343.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling