+324.2%
SMH vs DBX
+8.4%
+315.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.8% | -2.9% |
| 7D | +1.4% | -1.8% | +3.2% | +2.0% |
| 30D | -2.2% | +2.8% | -5.1% | -3.5% |
| 3M | -1.9% | +26.8% | -28.6% | -11.8% |
| 6M | +41.0% | +32.8% | +8.2% | +22.0% |
| YTD | +55.6% | +26.1% | +29.5% | +37.4% |
| 1Y | +86.8% | +14.1% | +72.7% | +71.8% |
| 3Y | +277.7% | +25.7% | +251.9% | +209.8% |
| 5Y | +324.2% | +11.2% | +313.0% | +236.2% |
| All | +324.2% | +8.4% | +315.7% | +236.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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