+338.0%
SMH vs DFNS
-99.9%
+437.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.1% |
| 7D | +4.3% | +4.6% | -0.3% | +4.3% |
| 30D | +0.9% | -73.9% | +74.7% | +0.8% |
| 3M | -2.8% | -71.7% | +68.9% | -2.6% |
| 6M | +45.6% | -94.6% | +140.2% | +45.9% |
| YTD | +59.5% | -98.1% | +157.5% | +59.7% |
| 1Y | +93.4% | -98.3% | +191.7% | +93.8% |
| 3Y | +287.1% | -99.9% | +387.0% | +288.3% |
| 5Y | +338.0% | -99.9% | +437.9% | +391.2% |
| All | +338.0% | -99.9% | +437.9% | +391.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling