+328.5%
SMH vs DASH
+8.6%
+320.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.6% | +7.2% | +4.0% |
| 7D | +2.5% | -10.6% | +13.1% | +5.9% |
| 30D | -0.5% | +2.2% | -2.6% | -1.4% |
| 3M | -9.6% | +32.3% | -41.9% | -18.0% |
| 6M | +42.1% | +19.1% | +23.0% | +31.7% |
| YTD | +57.4% | -6.5% | +64.0% | +57.0% |
| 1Y | +96.2% | -14.9% | +111.1% | +99.8% |
| 3Y | +267.9% | +151.9% | +116.0% | +158.9% |
| All | +328.5% | +8.6% | +320.0% | +209.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling