+1,061.7%
SMH vs DIA
+756.3%
+305.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.2% |
| 7D | +4.9% | +2.1% | +2.8% | +2.2% |
| 30D | -13.8% | +1.5% | -15.3% | -15.2% |
| 3M | -17.4% | -2.4% | -15.0% | -14.7% |
| 6M | -15.0% | +6.0% | -20.9% | -20.7% |
| YTD | +35.2% | +10.1% | +25.1% | +20.7% |
| 1Y | +41.6% | +11.8% | +29.8% | +24.0% |
| 3Y | +215.6% | +59.7% | +155.9% | +80.0% |
| 5Y | +233.2% | +57.9% | +175.3% | +98.8% |
| 10Y | +1,458.7% | +236.2% | +1,222.4% | +266.0% |
| All | +1,061.7% | +756.3% | +305.4% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling