+327.2%
SMH vs DGX
+66.8%
+260.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | -2.8% | -1.2% | -1.6% | -2.6% |
| 3M | -6.7% | +15.8% | -22.5% | -8.8% |
| 6M | +41.8% | +18.2% | +23.6% | +37.9% |
| YTD | +57.9% | +37.2% | +20.7% | +48.3% |
| 1Y | +87.6% | +30.4% | +57.3% | +77.8% |
| 3Y | +282.9% | +96.7% | +186.2% | +212.2% |
| All | +327.2% | +66.8% | +260.4% | +253.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling