+324.2%
SMH vs DOW
-36.0%
+360.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.3% | -2.7% |
| 7D | +1.4% | -2.4% | +3.8% | +2.1% |
| 30D | -2.2% | -4.1% | +1.9% | -1.1% |
| 3M | -1.9% | -12.4% | +10.6% | +1.8% |
| 6M | +41.0% | -10.6% | +51.6% | +41.4% |
| YTD | +55.6% | +31.1% | +24.5% | +30.3% |
| 1Y | +86.8% | +30.5% | +56.3% | +54.9% |
| 3Y | +277.7% | -34.4% | +312.1% | +331.6% |
| 5Y | +324.2% | -35.5% | +359.7% | +386.0% |
| All | +324.2% | -36.0% | +360.1% | +386.0% |
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