+1,007.3%
SMH vs DIS
+284.9%
+722.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -11.2% | +5.2% | -16.4% | -13.8% |
| 30D | -25.8% | +11.5% | -37.2% | -30.4% |
| 3M | -18.8% | +11.5% | -30.3% | -24.4% |
| 6M | -15.6% | +8.9% | -24.5% | -21.2% |
| YTD | +28.8% | +3.4% | +25.4% | +22.9% |
| 1Y | +32.6% | +7.2% | +25.4% | +23.4% |
| 3Y | +213.6% | +43.3% | +170.3% | +139.4% |
| 5Y | +222.4% | -31.4% | +253.9% | +269.9% |
| 10Y | +1,429.6% | +37.1% | +1,392.6% | +978.3% |
| All | +1,007.3% | +284.9% | +722.4% | +198.1% |
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 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