+213.6%
SMH vs DIS
+41.5%
+172.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | -11.2% | +5.2% | -16.4% | -12.6% |
| 30D | -25.8% | +11.5% | -37.2% | -28.4% |
| 3M | -18.8% | +11.5% | -30.3% | -22.1% |
| 6M | -15.6% | +8.9% | -24.5% | -18.4% |
| YTD | +28.8% | +3.4% | +25.4% | +26.5% |
| 1Y | +32.6% | +7.2% | +25.4% | +27.7% |
| 3Y | +213.6% | +43.3% | +170.3% | +171.1% |
| All | +213.6% | +41.5% | +172.1% | +171.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling