+43.4%
SMH vs DAL
+57.1%
-13.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.2% | -9.9% | -5.5% |
| 7D | -11.2% | +11.1% | -22.2% | -15.0% |
| 30D | -20.4% | +7.7% | -28.2% | -22.9% |
| 3M | -12.4% | -3.5% | -8.9% | -11.4% |
| 6M | -0.5% | +31.3% | -31.8% | -11.4% |
| YTD | +40.0% | +30.0% | +10.1% | +23.1% |
| 1Y | +43.4% | +62.1% | -18.7% | +15.2% |
| All | +43.4% | +57.1% | -13.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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