+618.6%
SMH vs DFNS
-99.9%
+718.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.6% |
| 7D | +2.5% | -16.0% | +18.5% | +2.5% |
| 30D | -0.5% | -77.7% | +77.2% | -0.6% |
| 3M | -9.6% | -77.2% | +67.5% | -9.5% |
| 6M | +42.1% | -95.2% | +137.3% | +42.3% |
| YTD | +57.4% | -98.0% | +155.4% | +57.7% |
| 1Y | +96.2% | -98.3% | +194.5% | +96.6% |
| 3Y | +267.9% | -99.9% | +367.8% | +265.8% |
| 5Y | +327.7% | -99.9% | +427.5% | +357.1% |
| All | +618.6% | -99.9% | +718.4% | +690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling