+233.7%
SMH vs DG
-35.8%
+269.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.6% | -3.0% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -13.8% | +3.2% | -17.0% | -13.9% |
| 3M | -17.4% | +10.4% | -27.8% | -17.8% |
| 6M | -15.0% | +33.2% | -48.1% | -16.5% |
| YTD | +35.2% | +3.0% | +32.2% | +34.7% |
| 1Y | +41.6% | +31.2% | +10.4% | +38.7% |
| 3Y | +215.6% | +21.8% | +193.8% | +207.5% |
| All | +233.7% | -35.8% | +269.5% | +271.6% |
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 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