+41.6%
SMH vs DOC
+21.6%
+20.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | +4.9% | -0.9% | +5.8% | +4.9% |
| 30D | -13.8% | +7.7% | -21.5% | -13.9% |
| 3M | -17.4% | -2.0% | -15.4% | -16.9% |
| 6M | -15.0% | +5.9% | -20.8% | -16.1% |
| YTD | +35.2% | +31.8% | +3.3% | +30.1% |
| 1Y | +41.6% | +22.5% | +19.1% | +35.4% |
| All | +41.6% | +21.6% | +20.0% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling