+338.0%
SMH vs DT
-28.0%
+366.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +4.3% | -0.5% | +4.9% | +4.4% |
| 30D | +0.9% | +0.1% | +0.8% | +0.5% |
| 3M | -2.8% | +24.1% | -26.9% | -11.1% |
| 6M | +45.6% | +30.1% | +15.5% | +28.7% |
| YTD | +59.5% | +16.8% | +42.7% | +46.1% |
| 1Y | +93.4% | -0.1% | +93.5% | +88.2% |
| 3Y | +287.1% | +6.8% | +280.3% | +257.9% |
| 5Y | +338.0% | -28.4% | +366.4% | +320.5% |
| All | +338.0% | -28.0% | +366.0% | +320.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling