+1,083.4%
SMH vs DBX
+16.6%
+1,066.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +2.2% |
| 7D | +5.2% | -1.3% | +6.5% | +5.6% |
| 30D | -1.5% | -2.9% | +1.3% | -0.9% |
| 3M | -4.1% | +23.8% | -27.9% | -12.2% |
| 6M | +50.8% | +26.2% | +24.6% | +35.2% |
| YTD | +59.3% | +21.6% | +37.7% | +44.4% |
| 1Y | +94.1% | +11.4% | +82.7% | +80.6% |
| 3Y | +286.7% | +21.3% | +265.5% | +237.3% |
| 5Y | +339.4% | +6.7% | +332.8% | +290.0% |
| All | +1,083.4% | +16.6% | +1,066.8% | +781.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling