+43.4%
SMH vs DRI
+34.0%
+9.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.1% | -7.9% | -2.3% |
| 7D | -11.2% | +6.5% | -17.7% | -10.7% |
| 30D | -20.4% | +16.4% | -36.9% | -19.6% |
| 3M | -12.4% | +13.6% | -26.1% | -11.7% |
| 6M | -0.5% | +22.0% | -22.5% | -0.6% |
| YTD | +40.0% | +29.3% | +10.7% | +38.8% |
| 1Y | +43.4% | +32.0% | +11.4% | +41.3% |
| All | +43.4% | +34.0% | +9.4% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling