+1,269.2%
SMH vs DE
+5,215.0%
-3,945.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.0% |
| 7D | +5.2% | +0.7% | +4.5% | +4.9% |
| 30D | -1.5% | +9.6% | -11.2% | -6.0% |
| 3M | -4.1% | +19.0% | -23.1% | -11.9% |
| 6M | +50.8% | +16.1% | +34.7% | +39.5% |
| YTD | +59.3% | +47.0% | +12.3% | +31.0% |
| 1Y | +94.1% | +43.1% | +50.9% | +60.9% |
| 3Y | +286.7% | +77.5% | +209.2% | +184.5% |
| 5Y | +339.4% | +96.4% | +243.1% | +198.6% |
| 10Y | +1,803.3% | +852.9% | +950.4% | +496.5% |
| All | +1,269.2% | +5,215.0% | -3,945.8% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling