+1,817.6%
SMH vs DKS
+203.5%
+1,614.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.1% |
| 7D | +0.3% | -3.0% | +3.2% | +1.0% |
| 30D | -2.8% | -33.4% | +30.6% | +5.5% |
| 3M | -6.7% | -39.4% | +32.7% | +3.3% |
| 6M | +41.8% | -30.1% | +71.9% | +50.8% |
| YTD | +57.9% | -31.0% | +88.8% | +68.3% |
| 1Y | +87.6% | -40.2% | +127.8% | +107.0% |
| 3Y | +282.9% | +30.9% | +252.0% | +240.9% |
| 5Y | +330.4% | +14.0% | +316.4% | +278.7% |
| All | +1,817.6% | +203.5% | +1,614.1% | +1,098.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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