+277.4%
SMH vs DFNS
-99.9%
+377.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -4.0% | -2.4% |
| 7D | +1.4% | -3.3% | +4.7% | +1.4% |
| 30D | -2.2% | -73.1% | +70.9% | -2.3% |
| 3M | -1.9% | -71.4% | +69.5% | -1.7% |
| 6M | +41.0% | -93.8% | +134.9% | +41.3% |
| YTD | +55.6% | -98.0% | +153.6% | +55.8% |
| 1Y | +86.8% | -98.2% | +185.0% | +87.2% |
| All | +277.4% | -99.9% | +377.3% | +281.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling