+1,253.2%
SMH vs DIA
+772.0%
+481.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.3% |
| 7D | +2.5% | -0.2% | +2.7% | +2.7% |
| 30D | -0.5% | -1.5% | +1.1% | +1.4% |
| 3M | -9.6% | +3.8% | -13.4% | -13.5% |
| 6M | +42.1% | +10.3% | +31.8% | +26.2% |
| YTD | +57.4% | +12.1% | +45.4% | +37.2% |
| 1Y | +96.2% | +18.6% | +77.6% | +59.4% |
| 3Y | +267.9% | +60.6% | +207.3% | +108.1% |
| 5Y | +327.7% | +64.4% | +263.2% | +142.3% |
| 10Y | +1,764.6% | +250.1% | +1,514.5% | +315.3% |
| All | +1,253.2% | +772.0% | +481.2% | -4.4% |
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