+1,054.9%
SMH vs CRWD
+1,209.0%
-154.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | +4.3% | +2.2% | +2.2% | +3.6% |
| 30D | +0.9% | -7.7% | +8.6% | +2.4% |
| 3M | -2.8% | +28.9% | -31.7% | -11.3% |
| 6M | +45.6% | +91.5% | -45.8% | +16.7% |
| YTD | +59.5% | +77.3% | -17.9% | +29.7% |
| 1Y | +93.4% | +96.3% | -2.8% | +52.3% |
| 3Y | +287.1% | +394.5% | -107.4% | +127.6% |
| 5Y | +338.0% | +213.5% | +124.6% | +172.5% |
| All | +1,054.9% | +1,209.0% | -154.0% | +377.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRWD.
Daily Out/Under-Performance
Portfolio return minus CRWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRWD 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 CRWD 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