+1,524.2%
SMH vs DRI
+330.2%
+1,194.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.9% |
| 7D | +12.1% | -0.3% | +12.4% | +12.2% |
| 30D | -14.7% | +10.8% | -25.5% | -17.7% |
| 3M | -14.2% | +0.9% | -15.1% | -15.0% |
| 6M | -10.6% | +16.3% | -26.9% | -16.0% |
| YTD | +39.3% | +27.8% | +11.5% | +26.2% |
| 1Y | +41.6% | +33.9% | +7.7% | +25.9% |
| 3Y | +223.4% | +67.2% | +156.2% | +161.1% |
| 5Y | +243.5% | +79.0% | +164.5% | +169.5% |
| All | +1,524.2% | +330.2% | +1,194.0% | +961.9% |
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