+1,270.6%
SMH vs CRS
+6,914.6%
-5,644.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +4.3% | -0.5% | +4.9% | +4.5% |
| 30D | +0.9% | -18.1% | +19.0% | +7.6% |
| 3M | -2.8% | -12.4% | +9.6% | +1.5% |
| 6M | +45.6% | +15.9% | +29.7% | +38.0% |
| YTD | +59.5% | +45.8% | +13.6% | +39.3% |
| 1Y | +93.4% | +87.8% | +5.7% | +53.4% |
| 3Y | +287.1% | +648.7% | -361.6% | +87.7% |
| 5Y | +338.0% | +1,416.6% | -1,078.6% | +60.7% |
| 10Y | +1,876.8% | +1,412.7% | +464.1% | +515.0% |
| All | +1,270.6% | +6,914.6% | -5,644.0% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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