+746.0%
SMH vs DDOG
+356.4%
+389.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +4.9% | +2.9% | +2.1% | +4.2% |
| 30D | -13.8% | -31.6% | +17.8% | -5.2% |
| 3M | -17.4% | -27.0% | +9.6% | -11.0% |
| 6M | -15.0% | -10.3% | -4.7% | -15.0% |
| YTD | +35.2% | +35.4% | -0.3% | +16.6% |
| 1Y | +41.6% | -1.0% | +42.6% | +33.8% |
| 3Y | +215.6% | +76.7% | +139.0% | +143.6% |
| 5Y | +233.2% | -4.6% | +237.8% | +176.4% |
| All | +746.0% | +356.4% | +389.6% | +323.4% |
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