+324.2%
SMH vs DLR
+39.0%
+285.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -1.4% |
| 7D | +1.4% | -1.3% | +2.7% | +2.1% |
| 30D | -2.2% | -2.9% | +0.6% | -0.7% |
| 3M | -1.9% | +3.2% | -5.1% | -4.4% |
| 6M | +41.0% | +3.9% | +37.1% | +36.8% |
| YTD | +55.6% | +21.4% | +34.1% | +38.2% |
| 1Y | +86.8% | +9.7% | +77.1% | +75.2% |
| 3Y | +277.7% | +56.5% | +221.1% | +188.6% |
| 5Y | +324.2% | +41.5% | +282.6% | +227.7% |
| All | +324.2% | +39.0% | +285.1% | +227.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling