+327.2%
SMH vs DELL
+1,152.3%
-825.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +12.0% | -10.5% | -2.9% |
| 7D | +0.3% | +8.2% | -8.0% | -2.9% |
| 30D | -2.8% | +17.1% | -19.9% | -9.1% |
| 3M | -6.7% | +45.2% | -51.9% | -20.5% |
| 6M | +41.8% | +286.8% | -245.0% | -22.5% |
| YTD | +57.9% | +354.8% | -296.9% | -21.2% |
| 1Y | +87.6% | +358.3% | -270.6% | -7.7% |
| 3Y | +282.9% | +724.9% | -442.0% | +28.2% |
| All | +327.2% | +1,152.3% | -825.1% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 5y: compounded portfolio wealth divided by compounded DELL 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…
5y analysis · Full analysis span regression · 6 months rolling