+516.9%
SMH vs DFNS
-100.0%
+616.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | -3.0% |
| 7D | +4.9% | -6.0% | +10.9% | +4.9% |
| 30D | -13.8% | -71.2% | +57.4% | -13.8% |
| 3M | -17.4% | -94.5% | +77.2% | -17.5% |
| 6M | -15.0% | -96.5% | +81.6% | -14.8% |
| YTD | +35.2% | -99.6% | +134.8% | +35.3% |
| 1Y | +41.6% | -99.7% | +141.3% | +41.7% |
| 3Y | +215.6% | -100.0% | +315.6% | +213.4% |
| 5Y | +233.2% | -100.0% | +333.2% | +254.5% |
| All | +516.9% | -100.0% | +616.9% | +578.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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