+324.2%
SMH vs DG
-39.4%
+363.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.4% |
| 7D | +1.4% | -6.3% | +7.7% | +1.7% |
| 30D | -2.2% | +2.4% | -4.6% | -2.4% |
| 3M | -1.9% | +12.4% | -14.3% | -2.7% |
| 6M | +41.0% | -14.9% | +55.9% | +42.2% |
| YTD | +55.6% | -6.1% | +61.6% | +55.7% |
| 1Y | +86.8% | +17.9% | +69.0% | +83.8% |
| 3Y | +277.7% | +3.1% | +274.5% | +275.6% |
| 5Y | +324.2% | -38.7% | +362.8% | +368.7% |
| All | +324.2% | -39.4% | +363.6% | +368.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling