+328.5%
SMH vs DOC
-24.5%
+353.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.2% |
| 7D | +2.5% | -1.5% | +4.0% | +3.0% |
| 30D | -0.5% | -4.8% | +4.3% | +1.0% |
| 3M | -9.6% | +6.9% | -16.5% | -12.2% |
| 6M | +42.1% | +20.7% | +21.3% | +31.6% |
| YTD | +57.4% | +34.1% | +23.3% | +40.1% |
| 1Y | +96.2% | +22.6% | +73.6% | +79.8% |
| 3Y | +267.9% | +20.8% | +247.1% | +233.4% |
| All | +328.5% | -24.5% | +353.1% | +378.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling