+1,839.9%
SMH vs DELL
+4,714.1%
-2,874.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.5% |
| 7D | +5.2% | +25.6% | -20.4% | -4.4% |
| 30D | -1.5% | +17.7% | -19.2% | -8.6% |
| 3M | -4.1% | +33.4% | -37.5% | -16.3% |
| 6M | +50.8% | +266.2% | -215.4% | -18.5% |
| YTD | +59.3% | +328.0% | -268.7% | -21.3% |
| 1Y | +94.1% | +339.6% | -245.5% | -6.4% |
| 3Y | +286.7% | +694.6% | -407.9% | +29.2% |
| 5Y | +339.4% | +1,122.0% | -782.6% | +14.5% |
| 10Y | +1,803.3% | +4,062.5% | -2,259.2% | +181.4% |
| All | +1,839.9% | +4,714.1% | -2,874.2% | +183.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling