+87.6%
SMH vs DLR
+11.7%
+76.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.9% |
| 3M | -6.7% | +3.8% | -10.5% | -8.8% |
| 6M | +41.8% | +5.8% | +35.9% | +36.5% |
| YTD | +57.9% | +23.5% | +34.3% | +39.1% |
| 1Y | +87.6% | +11.1% | +76.6% | +73.6% |
| All | +87.6% | +11.7% | +76.0% | +73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling