+1,103.5%
SMH vs DOC
+678.0%
+425.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.9% | -3.8% |
| 7D | -11.2% | +8.7% | -19.9% | -13.8% |
| 30D | -20.4% | +7.6% | -28.1% | -22.7% |
| 3M | -12.4% | -5.3% | -7.1% | -11.2% |
| 6M | -0.5% | +27.6% | -28.1% | -9.9% |
| YTD | +40.0% | +32.4% | +7.6% | +24.7% |
| 1Y | +43.4% | +22.9% | +20.5% | +30.9% |
| 3Y | +241.9% | +43.1% | +198.8% | +189.6% |
| 5Y | +253.2% | -21.4% | +274.6% | +267.3% |
| 10Y | +1,562.5% | +16.8% | +1,545.7% | +1,319.3% |
| All | +1,103.5% | +678.0% | +425.5% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling