+233.7%
SMH vs DOW
-28.2%
+261.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +4.9% | +5.2% | -0.3% | +3.3% |
| 30D | -13.8% | +13.2% | -27.0% | -17.2% |
| 3M | -17.4% | +10.1% | -27.5% | -20.2% |
| 6M | -15.0% | -13.1% | -1.9% | -11.5% |
| YTD | +35.2% | +46.1% | -11.0% | +8.8% |
| 1Y | +41.6% | +50.0% | -8.4% | +12.2% |
| 3Y | +215.6% | -20.2% | +235.9% | +231.6% |
| All | +233.7% | -28.2% | +261.9% | +279.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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