+1,253.2%
SMH vs D
+767.5%
+485.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | +2.5% | +1.5% | +1.1% | +2.0% |
| 30D | -0.5% | -2.6% | +2.1% | +0.4% |
| 3M | -9.6% | 0.0% | -9.7% | -9.9% |
| 6M | +42.1% | +7.4% | +34.7% | +37.6% |
| YTD | +57.4% | +15.9% | +41.6% | +48.2% |
| 1Y | +96.2% | +18.1% | +78.1% | +82.7% |
| 3Y | +267.9% | +58.4% | +209.5% | +196.2% |
| 5Y | +327.7% | +5.2% | +322.5% | +299.0% |
| 10Y | +1,764.6% | +35.9% | +1,728.8% | +1,380.6% |
| All | +1,253.2% | +767.5% | +485.7% | +391.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling