+96.2%
SMH vs DGX
+33.7%
+62.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +2.3% |
| 7D | +2.5% | -2.3% | +4.8% | +1.7% |
| 30D | -0.5% | +0.6% | -1.0% | -0.2% |
| 3M | -9.6% | +21.4% | -31.1% | -3.4% |
| 6M | +42.1% | +14.7% | +27.3% | +50.5% |
| YTD | +57.4% | +38.4% | +19.0% | +74.4% |
| 1Y | +96.2% | +34.0% | +62.2% | +117.1% |
| All | +96.2% | +33.7% | +62.6% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling