+250.6%
SMH vs DAR
-31.4%
+282.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.1% | -0.2% | +3.4% |
| 7D | +0.5% | +3.6% | -3.1% | -0.3% |
| 30D | -14.2% | -11.3% | -3.0% | -11.4% |
| 3M | -11.5% | -13.1% | +1.6% | -8.5% |
| 6M | -12.0% | -15.1% | +3.1% | -8.8% |
| YTD | +40.8% | +50.5% | -9.7% | +23.6% |
| 1Y | +44.9% | +57.9% | -13.1% | +25.3% |
| 3Y | +226.7% | +28.9% | +197.8% | +184.0% |
| 5Y | +250.6% | -31.4% | +282.0% | +267.3% |
| All | +250.6% | -31.4% | +282.0% | +267.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling