+5,098.3%
SMH vs DG
+606.1%
+4,492.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.3% |
| 7D | +2.5% | +8.4% | -5.9% | +1.0% |
| 30D | -0.5% | +4.9% | -5.4% | -1.4% |
| 3M | -9.6% | +29.3% | -39.0% | -14.3% |
| 6M | +42.1% | -11.3% | +53.3% | +44.3% |
| YTD | +57.4% | +1.8% | +55.7% | +55.4% |
| 1Y | +96.2% | +25.3% | +70.9% | +84.7% |
| 3Y | +267.9% | +9.1% | +258.8% | +242.6% |
| 5Y | +327.7% | -34.9% | +362.5% | +352.4% |
| 10Y | +1,764.6% | +108.2% | +1,656.5% | +1,389.9% |
| All | +5,098.3% | +606.1% | +4,492.2% | +2,866.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling