+41.6%
SMH vs DFNS
-99.7%
+141.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.6% |
| 3M | -17.4% | -94.5% | +77.2% | -17.3% |
| 6M | -15.0% | -96.5% | +81.6% | -7.9% |
| YTD | +35.2% | -99.6% | +134.8% | +57.9% |
| 1Y | +41.6% | -99.7% | +141.3% | +66.3% |
| All | +41.6% | -99.7% | +141.3% | +66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling