+96.2%
SMH vs D
+15.7%
+80.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.2% |
| 7D | +2.5% | +0.4% | +2.1% | +2.6% |
| 30D | -0.5% | -3.6% | +3.1% | -1.5% |
| 3M | -9.6% | -1.0% | -8.7% | -9.8% |
| 6M | +42.1% | +6.3% | +35.8% | +43.7% |
| YTD | +57.4% | +14.7% | +42.7% | +64.1% |
| 1Y | +96.2% | +16.9% | +79.3% | +106.4% |
| All | +96.2% | +15.7% | +80.5% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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