+211.7%
SMH vs DOC
+54.0%
+157.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -6.7% | +4.3% | -11.1% | -7.3% |
| 30D | -19.8% | +9.2% | -29.0% | -20.9% |
| 3M | -15.1% | -0.8% | -14.2% | -14.9% |
| 6M | -14.6% | +7.1% | -21.7% | -16.2% |
| YTD | +34.3% | +34.0% | +0.3% | +25.1% |
| 1Y | +35.2% | +23.2% | +12.0% | +28.1% |
| 3Y | +211.7% | +53.6% | +158.1% | +179.9% |
| All | +211.7% | +54.0% | +157.7% | +179.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling