+1,253.2%
SMH vs DRI
+3,904.3%
-2,651.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | -0.5% | +3.8% | -4.3% | -1.9% |
| 3M | -9.6% | +13.0% | -22.7% | -13.8% |
| 6M | +42.1% | +8.3% | +33.8% | +37.1% |
| YTD | +57.4% | +20.6% | +36.8% | +46.2% |
| 1Y | +96.2% | +6.5% | +89.8% | +89.0% |
| 3Y | +267.9% | +53.7% | +214.2% | +208.8% |
| 5Y | +327.7% | +72.7% | +255.0% | +245.2% |
| 10Y | +1,764.6% | +363.2% | +1,401.5% | +893.8% |
| All | +1,253.2% | +3,904.3% | -2,651.1% | +348.3% |
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 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