+3,443.8%
SMH vs DLR
+3,455.1%
-11.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.2% |
| 7D | +4.9% | +3.3% | +1.6% | +3.6% |
| 30D | -13.8% | +4.6% | -18.4% | -15.1% |
| 3M | -17.4% | -8.3% | -9.1% | -14.3% |
| 6M | -15.0% | -5.6% | -9.3% | -13.3% |
| YTD | +35.2% | +18.7% | +16.4% | +25.9% |
| 1Y | +41.6% | +17.1% | +24.5% | +32.6% |
| 3Y | +215.6% | +54.4% | +161.3% | +164.6% |
| 5Y | +233.2% | +36.5% | +196.7% | +187.7% |
| 10Y | +1,458.7% | +187.7% | +1,271.0% | +883.8% |
| All | +3,443.8% | +3,455.1% | -11.3% | +685.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling