+216.7%
SMH vs DOC
-21.4%
+238.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | -11.2% | +6.5% | -17.7% | -12.9% |
| 30D | -25.8% | +9.2% | -34.9% | -27.9% |
| 3M | -18.8% | -2.5% | -16.3% | -18.4% |
| 6M | -15.6% | +7.1% | -22.7% | -18.3% |
| YTD | +28.8% | +33.0% | -4.2% | +14.4% |
| 1Y | +32.6% | +23.3% | +9.3% | +20.9% |
| 3Y | +213.6% | +44.9% | +168.7% | +156.6% |
| All | +216.7% | -21.4% | +238.2% | +273.6% |
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