+915.6%
SMH vs DOCU
+104.2%
+811.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +4.0% |
| 7D | -11.2% | -5.5% | -5.7% | -10.0% |
| 30D | -25.8% | +12.6% | -38.4% | -28.1% |
| 3M | -18.8% | +36.4% | -55.2% | -25.4% |
| 6M | -15.6% | +66.8% | -82.4% | -27.4% |
| YTD | +28.8% | +13.5% | +15.4% | +20.9% |
| 1Y | +32.6% | +11.3% | +21.3% | +24.8% |
| 3Y | +213.6% | +92.1% | +121.6% | +142.8% |
| 5Y | +222.4% | -71.0% | +293.4% | +260.3% |
| All | +915.6% | +104.2% | +811.4% | +573.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling