+1,817.6%
SMH vs DRI
+353.8%
+1,463.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.3% | +1.1% |
| 7D | +0.3% | -3.2% | +3.5% | +1.3% |
| 30D | -2.8% | -7.8% | +5.0% | -0.4% |
| 3M | -6.7% | +0.4% | -7.1% | -7.4% |
| 6M | +41.8% | +4.8% | +37.0% | +38.2% |
| YTD | +57.9% | +16.7% | +41.1% | +47.9% |
| 1Y | +87.6% | +1.5% | +86.2% | +83.5% |
| 3Y | +282.9% | +56.3% | +226.7% | +217.4% |
| 5Y | +330.4% | +66.4% | +264.0% | +247.5% |
| All | +1,817.6% | +353.8% | +1,463.8% | +1,165.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling