+1,475.7%
SMH vs DAR
+311.7%
+1,164.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | +4.9% | +11.6% | -6.6% | +1.2% |
| 30D | -13.8% | -10.2% | -3.6% | -10.7% |
| 3M | -17.4% | -14.8% | -2.5% | -13.3% |
| 6M | -15.0% | -10.1% | -4.9% | -12.8% |
| YTD | +35.2% | +55.5% | -20.4% | +14.4% |
| 1Y | +41.6% | +61.7% | -20.1% | +18.0% |
| 3Y | +215.6% | +37.2% | +178.5% | +161.6% |
| 5Y | +233.2% | -26.9% | +260.1% | +239.7% |
| All | +1,475.7% | +311.7% | +1,164.0% | +678.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling