+897.1%
SMH vs DDOG
+421.0%
+476.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | +5.2% | -6.1% | +11.3% | +6.8% |
| 30D | -1.5% | -10.1% | +8.6% | +0.6% |
| 3M | -4.1% | -9.3% | +5.2% | -3.4% |
| 6M | +50.8% | +67.2% | -16.4% | +25.2% |
| YTD | +59.3% | +54.6% | +4.7% | +33.4% |
| 1Y | +94.1% | +54.1% | +40.0% | +60.4% |
| 3Y | +286.7% | +115.3% | +171.5% | +181.3% |
| 5Y | +339.4% | +50.6% | +288.8% | +226.8% |
| All | +897.1% | +421.0% | +476.1% | +384.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling