+1,817.6%
SMH vs DLR
+177.5%
+1,640.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.3% | +0.7% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -2.8% | -4.3% | +1.5% | -0.8% |
| 3M | -6.7% | +3.8% | -10.5% | -8.9% |
| 6M | +41.8% | +5.8% | +35.9% | +37.2% |
| YTD | +57.9% | +23.5% | +34.3% | +42.2% |
| 1Y | +87.6% | +11.1% | +76.6% | +77.2% |
| 3Y | +282.9% | +57.9% | +225.1% | +208.0% |
| 5Y | +330.4% | +44.0% | +286.4% | +249.5% |
| All | +1,817.6% | +177.5% | +1,640.1% | +1,142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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