+1,061.7%
SMH vs DD
+436.0%
+625.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | +4.9% | +5.0% | 0.0% | +2.6% |
| 30D | -13.8% | +19.7% | -33.5% | -20.7% |
| 3M | -17.4% | +7.2% | -24.6% | -20.0% |
| 6M | -15.0% | +1.0% | -16.0% | -15.4% |
| YTD | +35.2% | +29.1% | +6.1% | +19.6% |
| 1Y | +41.6% | +28.5% | +13.1% | +25.5% |
| 3Y | +215.6% | +89.4% | +126.2% | +129.5% |
| 5Y | +233.2% | +67.1% | +166.1% | +156.3% |
| 10Y | +1,458.7% | +97.5% | +1,361.1% | +942.0% |
| All | +1,061.7% | +436.0% | +625.6% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling