+888.1%
SMH vs DDOG
+448.2%
+439.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.3% | +3.9% | -3.6% | -0.8% |
| 30D | -2.8% | -8.2% | +5.4% | -0.9% |
| 3M | -6.7% | -5.6% | -1.2% | -7.1% |
| 6M | +41.8% | +73.5% | -31.7% | +16.7% |
| YTD | +57.9% | +62.7% | -4.8% | +30.4% |
| 1Y | +87.6% | +59.0% | +28.7% | +53.9% |
| 3Y | +282.9% | +117.1% | +165.8% | +178.1% |
| 5Y | +330.4% | +61.3% | +269.1% | +214.5% |
| All | +888.1% | +448.2% | +439.9% | +373.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 10y: compounded portfolio wealth divided by compounded DDOG 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…
10y analysis · Full analysis span regression · 6 months rolling