+1,269.7%
SMH vs CRL
+1,379.5%
-109.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.1% |
| 7D | +2.5% | -1.0% | +3.5% | +2.8% |
| 30D | -0.5% | +10.7% | -11.1% | -3.8% |
| 3M | -9.6% | +55.3% | -64.9% | -22.2% |
| 6M | +42.1% | +60.7% | -18.6% | +19.5% |
| YTD | +57.4% | +44.6% | +12.8% | +36.2% |
| 1Y | +96.2% | +77.7% | +18.5% | +57.5% |
| 3Y | +267.9% | +37.6% | +230.3% | +205.1% |
| 5Y | +327.7% | -35.8% | +363.5% | +342.3% |
| 10Y | +1,764.6% | +241.7% | +1,522.9% | +1,059.9% |
| All | +1,269.7% | +1,379.5% | -109.8% | +586.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling