+1,253.2%
SMH vs DIS
+247.2%
+1,006.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.6% |
| 7D | +2.5% | -2.6% | +5.1% | +4.0% |
| 30D | -0.5% | +3.5% | -4.0% | -2.8% |
| 3M | -9.6% | +6.8% | -16.5% | -14.1% |
| 6M | +42.1% | +3.0% | +39.1% | +37.6% |
| YTD | +57.4% | -6.7% | +64.2% | +60.1% |
| 1Y | +96.2% | -10.1% | +106.3% | +102.7% |
| 3Y | +267.9% | +33.0% | +234.9% | +193.9% |
| 5Y | +327.7% | -40.0% | +367.7% | +430.9% |
| 10Y | +1,764.6% | +21.1% | +1,743.6% | +1,318.9% |
| All | +1,253.2% | +247.2% | +1,006.1% | +288.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling