+1,876.8%
SMH vs D
+34.1%
+1,842.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +4.3% | -0.4% | +4.8% | +4.4% |
| 30D | +0.9% | -2.1% | +2.9% | +1.2% |
| 3M | -2.8% | -0.7% | -2.1% | -2.8% |
| 6M | +45.6% | +5.6% | +40.0% | +43.5% |
| YTD | +59.5% | +14.6% | +44.9% | +54.5% |
| 1Y | +93.4% | +15.3% | +78.1% | +86.7% |
| 3Y | +287.1% | +59.1% | +228.0% | +237.7% |
| 5Y | +338.0% | +3.9% | +334.1% | +331.5% |
| 10Y | +1,876.8% | +38.5% | +1,838.3% | +1,705.9% |
| All | +1,876.8% | +34.1% | +1,842.8% | +1,705.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling