+41.6%
SMH vs DIA
+10.3%
+31.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.2% |
| 7D | +4.9% | +2.1% | +2.8% | +1.8% |
| 30D | -13.8% | +1.5% | -15.3% | -15.2% |
| 3M | -17.4% | -2.4% | -15.0% | -13.8% |
| 6M | -15.0% | +6.0% | -20.9% | -22.1% |
| YTD | +35.2% | +10.1% | +25.1% | +15.9% |
| 1Y | +41.6% | +11.8% | +29.8% | +19.1% |
| All | +41.6% | +10.3% | +31.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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