+338.0%
SMH vs DAR
-8.0%
+346.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +4.3% | -0.2% | +4.5% | +4.3% |
| 30D | +0.9% | +7.4% | -6.6% | -1.3% |
| 3M | -2.8% | +15.7% | -18.5% | -7.1% |
| 6M | +45.6% | +30.0% | +15.6% | +34.1% |
| YTD | +59.5% | +87.5% | -28.1% | +32.2% |
| 1Y | +93.4% | +113.4% | -19.9% | +53.3% |
| 3Y | +287.1% | +15.3% | +271.8% | +258.4% |
| 5Y | +338.0% | -4.3% | +342.4% | +314.4% |
| All | +338.0% | -8.0% | +346.0% | +314.4% |
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