+216.7%
SMH vs D
+12.5%
+204.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.6% |
| 7D | -11.2% | +3.0% | -14.2% | -11.1% |
| 30D | -25.8% | +11.5% | -37.3% | -25.6% |
| 3M | -18.8% | +3.7% | -22.5% | -18.6% |
| 6M | -15.6% | +13.5% | -29.1% | -15.6% |
| YTD | +28.8% | +20.7% | +8.1% | +28.7% |
| 1Y | +32.6% | +18.2% | +14.3% | +32.5% |
| 3Y | +213.6% | +73.3% | +140.3% | +199.3% |
| All | +216.7% | +12.5% | +204.3% | +237.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling