+1,817.6%
SMH vs DE
+863.9%
+953.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.3% | -2.6% | +2.8% | +1.4% |
| 30D | -2.8% | +9.0% | -11.8% | -7.0% |
| 3M | -6.7% | +19.1% | -25.9% | -14.4% |
| 6M | +41.8% | +14.4% | +27.4% | +32.0% |
| YTD | +57.9% | +45.9% | +11.9% | +29.8% |
| 1Y | +87.6% | +43.6% | +44.0% | +54.7% |
| 3Y | +282.9% | +75.9% | +207.1% | +179.8% |
| 5Y | +330.4% | +98.8% | +231.6% | +184.3% |
| All | +1,817.6% | +863.9% | +953.7% | +545.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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