+86.8%
SMH vs DIA
+15.5%
+71.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.5% |
| 7D | +1.4% | -3.0% | +4.4% | +6.2% |
| 30D | -2.2% | -3.0% | +0.8% | +2.4% |
| 3M | -1.9% | +4.5% | -6.4% | -8.9% |
| 6M | +41.0% | +9.8% | +31.2% | +21.1% |
| YTD | +55.6% | +9.3% | +46.3% | +34.1% |
| 1Y | +86.8% | +16.0% | +70.9% | +49.8% |
| All | +86.8% | +15.5% | +71.3% | +49.8% |
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