+338.0%
SMH vs DIA
+63.0%
+275.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +1.3% |
| 7D | +4.3% | -1.2% | +5.6% | +6.2% |
| 30D | +0.9% | -2.7% | +3.5% | +5.1% |
| 3M | -2.8% | +3.3% | -6.1% | -7.6% |
| 6M | +45.6% | +10.4% | +35.2% | +25.1% |
| YTD | +59.5% | +10.0% | +49.5% | +38.0% |
| 1Y | +93.4% | +16.2% | +77.3% | +53.9% |
| 3Y | +287.1% | +58.7% | +228.4% | +90.1% |
| 5Y | +338.0% | +63.6% | +274.5% | +114.6% |
| All | +338.0% | +63.0% | +275.1% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling