+1,817.6%
SMH vs DTE
+137.8%
+1,679.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.9% |
| 7D | +0.3% | -2.6% | +2.8% | +1.0% |
| 30D | -2.8% | -4.4% | +1.6% | -1.5% |
| 3M | -6.7% | -8.3% | +1.6% | -4.6% |
| 6M | +41.8% | -8.1% | +49.8% | +44.5% |
| YTD | +57.9% | +4.4% | +53.4% | +54.2% |
| 1Y | +87.6% | +0.2% | +87.5% | +85.5% |
| 3Y | +282.9% | +42.6% | +240.3% | +227.1% |
| 5Y | +330.4% | +31.5% | +298.9% | +276.0% |
| All | +1,817.6% | +137.8% | +1,679.8% | +1,234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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