+2,847.8%
SMH vs DAL
+368.9%
+2,478.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.5% | +3.1% |
| 7D | -11.2% | +8.8% | -20.0% | -13.1% |
| 30D | -25.8% | +5.4% | -31.2% | -26.8% |
| 3M | -18.8% | -4.9% | -13.9% | -17.9% |
| 6M | -15.6% | +19.8% | -35.5% | -19.6% |
| YTD | +28.8% | +27.0% | +1.8% | +20.5% |
| 1Y | +32.6% | +52.5% | -19.9% | +18.4% |
| 3Y | +213.6% | +173.8% | +39.8% | +138.2% |
| 5Y | +222.4% | +104.5% | +117.9% | +159.2% |
| 10Y | +1,429.6% | +129.7% | +1,299.9% | +1,029.7% |
| All | +2,847.8% | +368.9% | +2,478.9% | +1,436.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling