+43.4%
SMH vs CRM
-11.3%
+54.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -5.0% | -2.4% |
| 7D | -11.2% | -6.2% | -5.0% | -12.0% |
| 30D | -20.4% | -1.2% | -19.3% | -20.5% |
| 3M | -12.4% | +19.1% | -31.5% | -9.6% |
| 6M | -0.5% | +23.0% | -23.5% | +6.4% |
| YTD | +40.0% | -13.7% | +53.7% | +54.4% |
| 1Y | +43.4% | -10.0% | +53.4% | +57.6% |
| All | +43.4% | -11.3% | +54.7% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 1y: compounded portfolio wealth divided by compounded CRM 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…
1y analysis · Full analysis span regression · 6 months rolling