+41.6%
SMH vs D
+15.6%
+26.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -2.9% |
| 7D | +4.9% | -1.4% | +6.3% | +4.3% |
| 30D | -13.8% | +7.7% | -21.5% | -11.2% |
| 3M | -17.4% | -0.3% | -17.1% | -16.5% |
| 6M | -15.0% | +10.1% | -25.0% | -12.3% |
| YTD | +35.2% | +19.1% | +16.1% | +43.9% |
| 1Y | +41.6% | +15.9% | +25.7% | +48.2% |
| All | +41.6% | +15.6% | +26.0% | +48.2% |
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