+1,333.1%
SMH vs DOC
+14.9%
+1,318.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -0.2% | -11.0% | -11.1% |
| 7D | -20.3% | +6.2% | -26.5% | -21.9% |
| 30D | -29.2% | +6.5% | -35.7% | -30.9% |
| 3M | -21.4% | -6.2% | -15.2% | -20.1% |
| 6M | -14.3% | +25.6% | -39.9% | -21.9% |
| YTD | +24.3% | +32.1% | -7.8% | +10.9% |
| 1Y | +24.9% | +20.3% | +4.6% | +15.0% |
| 3Y | +203.5% | +42.7% | +160.8% | +156.3% |
| 5Y | +211.2% | -22.2% | +233.3% | +227.1% |
| All | +1,333.1% | +14.9% | +1,318.2% | +1,195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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