-15.0%
SMH vs DIA
+6.2%
-21.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.2% |
| 7D | +4.9% | +2.1% | +2.8% | +1.9% |
| 30D | -13.8% | +1.5% | -15.3% | -14.6% |
| 3M | -17.4% | -2.4% | -15.0% | -13.2% |
| 6M | -15.0% | +6.0% | -20.9% | -24.3% |
| All | -15.0% | +6.2% | -21.1% | -24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling