+953.5%
SMH vs DT
+97.2%
+856.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +2.2% |
| 7D | +5.2% | -4.9% | +10.1% | +6.9% |
| 30D | -1.5% | +2.7% | -4.2% | -2.8% |
| 3M | -4.1% | +20.0% | -24.1% | -11.1% |
| 6M | +50.8% | +28.0% | +22.7% | +34.2% |
| YTD | +59.3% | +16.0% | +43.3% | +46.0% |
| 1Y | +94.1% | +0.7% | +93.4% | +86.8% |
| 3Y | +286.7% | +6.2% | +280.5% | +258.3% |
| 5Y | +339.4% | -28.1% | +367.6% | +340.4% |
| All | +953.5% | +97.2% | +856.3% | +605.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling