+286.8%
SMH vs DD
+42.2%
+244.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.5% |
| 7D | +4.3% | -3.8% | +8.1% | +6.4% |
| 30D | +0.9% | -9.2% | +10.1% | +6.1% |
| 3M | -2.8% | -9.0% | +6.2% | +2.0% |
| 6M | +45.6% | -5.0% | +50.6% | +49.6% |
| YTD | +59.5% | +7.4% | +52.1% | +53.4% |
| 1Y | +93.4% | +35.1% | +58.3% | +64.2% |
| All | +286.8% | +42.2% | +244.7% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling