+944.0%
SMH vs DT
+100.3%
+843.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +0.3% | -1.6% | +1.9% | +0.8% |
| 30D | -2.8% | +3.0% | -5.8% | -4.1% |
| 3M | -6.7% | +26.5% | -33.2% | -15.1% |
| 6M | +41.8% | +35.9% | +5.8% | +23.5% |
| YTD | +57.9% | +17.8% | +40.0% | +43.9% |
| 1Y | +87.6% | +4.1% | +83.6% | +78.7% |
| 3Y | +282.9% | +5.3% | +277.6% | +256.1% |
| 5Y | +330.4% | -27.2% | +357.6% | +329.3% |
| All | +944.0% | +100.3% | +843.7% | +594.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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