+43.4%
SMH vs DGX
+45.0%
-1.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -1.6% |
| 7D | -11.2% | +4.1% | -15.3% | -9.9% |
| 30D | -20.4% | +10.5% | -31.0% | -17.6% |
| 3M | -12.4% | +9.8% | -22.2% | -9.4% |
| 6M | -0.5% | +34.6% | -35.1% | +10.1% |
| YTD | +40.0% | +49.8% | -9.8% | +58.9% |
| 1Y | +43.4% | +46.0% | -2.6% | +61.6% |
| All | +43.4% | +45.0% | -1.6% | +61.6% |
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