+1,237.1%
SMH vs DGX
+1,865.8%
-628.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.9% |
| 7D | +1.4% | -3.5% | +4.8% | +2.5% |
| 30D | -2.2% | -2.7% | +0.5% | -1.4% |
| 3M | -1.9% | +13.9% | -15.7% | -6.3% |
| 6M | +41.0% | +16.0% | +25.0% | +33.2% |
| YTD | +55.6% | +34.9% | +20.6% | +39.4% |
| 1Y | +86.8% | +30.6% | +56.3% | +68.6% |
| 3Y | +277.7% | +93.0% | +184.7% | +192.9% |
| 5Y | +324.2% | +64.4% | +259.8% | +244.6% |
| 10Y | +1,828.6% | +248.1% | +1,580.5% | +1,096.4% |
| All | +1,237.1% | +1,865.8% | -628.7% | +362.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling