+1,487.3%
SMH vs DIS
+36.4%
+1,451.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -6.7% | +4.4% | -11.1% | -8.6% |
| 30D | -19.8% | +10.3% | -30.2% | -23.7% |
| 3M | -15.1% | +15.5% | -30.6% | -21.4% |
| 6M | -14.6% | +11.2% | -25.8% | -20.2% |
| YTD | +34.3% | +5.6% | +28.7% | +28.0% |
| 1Y | +35.2% | +7.7% | +27.5% | +27.1% |
| 3Y | +211.7% | +39.3% | +172.4% | +148.9% |
| 5Y | +240.5% | -29.5% | +270.0% | +277.4% |
| 10Y | +1,487.3% | +36.3% | +1,451.1% | +1,067.0% |
| All | +1,487.3% | +36.4% | +1,451.0% | +1,067.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 10y: compounded portfolio wealth divided by compounded DIS 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…
10y analysis · Full analysis span regression · 6 months rolling