+793.8%
SMH vs DT
+75.7%
+718.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | +4.9% | +3.1% | +1.8% | +3.9% |
| 30D | -13.8% | -29.5% | +15.7% | -3.5% |
| 3M | -17.4% | -11.7% | -5.7% | -14.7% |
| 6M | -15.0% | +29.0% | -44.0% | -24.2% |
| YTD | +35.2% | +3.4% | +31.8% | +27.9% |
| 1Y | +41.6% | -4.2% | +45.8% | +37.7% |
| 3Y | +215.6% | -12.8% | +228.5% | +211.5% |
| 5Y | +233.2% | -39.6% | +272.8% | +252.8% |
| All | +793.8% | +75.7% | +718.1% | +517.3% |
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