+349.8%
SMH vs DASH
-1.3%
+351.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.8% | +3.7% |
| 7D | -11.2% | +0.4% | -11.6% | -11.4% |
| 30D | -25.8% | -6.0% | -19.7% | -24.8% |
| 3M | -18.8% | -15.8% | -3.1% | -15.7% |
| 6M | -15.6% | +7.0% | -22.6% | -19.1% |
| YTD | +28.8% | -20.7% | +49.5% | +33.4% |
| 1Y | +32.6% | -8.5% | +41.1% | +31.0% |
| 3Y | +213.6% | +101.8% | +111.8% | +143.8% |
| 5Y | +222.4% | -9.6% | +232.0% | +162.4% |
| All | +349.8% | -1.3% | +351.1% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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