+1,817.6%
SMH vs DG
+101.8%
+1,715.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.2% |
| 7D | +0.3% | -6.5% | +6.7% | +1.4% |
| 30D | -2.8% | +4.2% | -7.0% | -3.6% |
| 3M | -6.7% | +9.5% | -16.2% | -8.7% |
| 6M | +41.8% | -13.1% | +54.9% | +44.5% |
| YTD | +57.9% | -4.8% | +62.7% | +57.8% |
| 1Y | +87.6% | +20.6% | +67.0% | +77.8% |
| 3Y | +282.9% | +4.9% | +278.0% | +258.7% |
| 5Y | +330.4% | -37.9% | +368.3% | +374.3% |
| All | +1,817.6% | +101.8% | +1,715.8% | +1,450.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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