+286.8%
SMH vs DG
+4.6%
+282.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | 0.0% |
| 7D | +4.3% | -4.8% | +9.2% | +4.1% |
| 30D | +0.9% | +1.8% | -0.9% | +0.9% |
| 3M | -2.8% | +14.5% | -17.3% | -2.5% |
| 6M | +45.6% | -13.6% | +59.2% | +45.2% |
| YTD | +59.5% | -4.8% | +64.3% | +59.5% |
| 1Y | +93.4% | +21.6% | +71.9% | +94.8% |
| All | +286.8% | +4.6% | +282.2% | +320.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling