+279.8%
SMH vs D
+63.9%
+215.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | +2.5% | +1.5% | +1.1% | +2.7% |
| 30D | -0.5% | -2.6% | +2.1% | -0.8% |
| 3M | -9.6% | 0.0% | -9.7% | -9.6% |
| 6M | +42.1% | +7.4% | +34.7% | +43.3% |
| YTD | +57.4% | +15.9% | +41.6% | +60.2% |
| 1Y | +96.2% | +18.1% | +78.1% | +100.1% |
| All | +279.8% | +63.9% | +215.9% | +282.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling