+3,461.2%
SMH vs CRM
+6,620.2%
-3,158.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +0.8% |
| 7D | +0.3% | -4.4% | +4.7% | +1.8% |
| 30D | -2.8% | +28.1% | -30.9% | -11.8% |
| 3M | -6.7% | +48.8% | -55.5% | -21.0% |
| 6M | +41.8% | +28.3% | +13.5% | +24.4% |
| YTD | +57.9% | -6.0% | +63.9% | +53.8% |
| 1Y | +87.6% | +1.4% | +86.2% | +77.0% |
| 3Y | +282.9% | +11.8% | +271.1% | +242.2% |
| 5Y | +330.4% | -2.0% | +332.4% | +296.0% |
| 10Y | +1,857.0% | +239.6% | +1,617.4% | +1,079.0% |
| All | +3,461.2% | +6,620.2% | -3,158.9% | +725.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling