+1,061.7%
SMH vs DRI
+4,157.6%
-3,096.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | +4.9% | +1.1% | +3.9% | +4.6% |
| 30D | -13.8% | +9.7% | -23.5% | -16.5% |
| 3M | -17.4% | +3.2% | -20.6% | -18.7% |
| 6M | -15.0% | +20.6% | -35.5% | -21.0% |
| YTD | +35.2% | +28.3% | +6.9% | +22.5% |
| 1Y | +41.6% | +34.5% | +7.1% | +26.1% |
| 3Y | +215.6% | +66.5% | +149.1% | +157.2% |
| 5Y | +233.2% | +79.6% | +153.6% | +164.7% |
| 10Y | +1,458.7% | +333.8% | +1,124.9% | +745.8% |
| All | +1,061.7% | +4,157.6% | -3,096.0% | +275.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling