+1,817.6%
SMH vs DHI
+414.5%
+1,403.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.8% |
| 7D | +0.3% | -3.4% | +3.7% | +1.5% |
| 30D | -2.8% | -5.4% | +2.7% | -1.0% |
| 3M | -6.7% | -10.4% | +3.7% | -3.5% |
| 6M | +41.8% | -2.8% | +44.5% | +41.8% |
| YTD | +57.9% | -3.4% | +61.3% | +57.2% |
| 1Y | +87.6% | -22.9% | +110.5% | +102.3% |
| 3Y | +282.9% | +20.7% | +262.3% | +224.3% |
| 5Y | +330.4% | +62.1% | +268.3% | +212.1% |
| All | +1,817.6% | +414.5% | +1,403.1% | +768.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 10y: compounded portfolio wealth divided by compounded DHI 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…
10y analysis · Full analysis span regression · 6 months rolling