+1,253.2%
SMH vs DD
+358.7%
+894.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.4% |
| 7D | +2.5% | -3.5% | +6.0% | +4.2% |
| 30D | -0.5% | -10.3% | +9.8% | +4.6% |
| 3M | -9.6% | -7.5% | -2.1% | -6.3% |
| 6M | +42.1% | -8.0% | +50.1% | +47.6% |
| YTD | +57.4% | +10.5% | +47.0% | +49.9% |
| 1Y | +96.2% | +38.3% | +58.0% | +67.5% |
| 3Y | +267.9% | +42.5% | +225.4% | +204.3% |
| 5Y | +327.7% | +60.2% | +267.5% | +235.6% |
| 10Y | +1,764.6% | +68.9% | +1,695.8% | +1,240.7% |
| All | +1,253.2% | +358.7% | +894.5% | +400.6% |
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