+211.2%
SMH vs DOCS
-54.0%
+265.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -4.3% | -6.9% | -10.5% |
| 7D | -20.3% | -1.3% | -18.9% | -20.1% |
| 30D | -29.2% | +19.4% | -48.6% | -31.2% |
| 3M | -21.4% | +53.4% | -74.8% | -27.5% |
| 6M | -14.3% | +28.8% | -43.1% | -19.6% |
| YTD | +24.3% | -25.1% | +49.4% | +28.2% |
| 1Y | +24.9% | -48.1% | +73.1% | +38.0% |
| 3Y | +203.5% | +51.4% | +152.2% | +149.0% |
| 5Y | +211.2% | -51.1% | +262.3% | +202.8% |
| All | +211.2% | -54.0% | +265.1% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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