+1,817.6%
SMH vs DAR
+366.1%
+1,451.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | -2.8% | +2.6% | -5.4% | -3.9% |
| 3M | -6.7% | +14.2% | -20.9% | -11.3% |
| 6M | +41.8% | +17.2% | +24.6% | +32.9% |
| YTD | +57.9% | +80.9% | -23.0% | +27.5% |
| 1Y | +87.6% | +104.0% | -16.3% | +43.9% |
| 3Y | +282.9% | +3.6% | +279.3% | +256.9% |
| 5Y | +330.4% | -7.8% | +338.2% | +303.6% |
| All | +1,817.6% | +366.1% | +1,451.5% | +805.2% |
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