+1,475.7%
SMH vs D
+48.0%
+1,427.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +4.9% | -1.4% | +6.3% | +5.1% |
| 30D | -13.8% | +7.7% | -21.5% | -15.0% |
| 3M | -17.4% | -0.3% | -17.1% | -17.5% |
| 6M | -15.0% | +10.1% | -25.0% | -16.9% |
| YTD | +35.2% | +19.1% | +16.1% | +29.9% |
| 1Y | +41.6% | +15.9% | +25.7% | +36.7% |
| 3Y | +215.6% | +75.0% | +140.6% | +169.5% |
| 5Y | +233.2% | +13.4% | +219.8% | +221.0% |
| All | +1,475.7% | +48.0% | +1,427.7% | +1,334.4% |
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 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