+620.5%
SMH vs DFNS
-99.9%
+720.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.5% |
| 7D | +0.3% | -6.3% | +6.6% | +0.3% |
| 30D | -2.8% | -74.0% | +71.2% | -2.9% |
| 3M | -6.7% | -70.1% | +63.4% | -6.5% |
| 6M | +41.8% | -93.9% | +135.7% | +42.0% |
| YTD | +57.9% | -98.1% | +156.0% | +58.1% |
| 1Y | +87.6% | -98.3% | +185.9% | +88.0% |
| 3Y | +282.9% | -99.9% | +382.8% | +280.7% |
| 5Y | +330.4% | -99.9% | +430.3% | +359.1% |
| All | +620.5% | -99.9% | +720.4% | +692.3% |
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