+4,028.1%
SMH vs DLR
+3,595.7%
+432.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +2.5% | +1.6% | +0.9% | +1.9% |
| 30D | -0.5% | -3.4% | +2.9% | +0.9% |
| 3M | -9.6% | +0.5% | -10.1% | -10.4% |
| 6M | +42.1% | +4.6% | +37.5% | +38.9% |
| YTD | +57.4% | +23.4% | +34.0% | +44.0% |
| 1Y | +96.2% | +19.0% | +77.2% | +81.7% |
| 3Y | +267.9% | +56.5% | +211.4% | +205.3% |
| 5Y | +327.7% | +33.3% | +294.3% | +270.1% |
| 10Y | +1,764.6% | +165.1% | +1,599.5% | +1,104.8% |
| All | +4,028.1% | +3,595.7% | +432.5% | +798.7% |
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 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