+1,237.1%
SMH vs DTE
+1,226.1%
+11.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -1.9% |
| 7D | +1.4% | -2.0% | +3.4% | +2.2% |
| 30D | -2.2% | -2.4% | +0.2% | -1.3% |
| 3M | -1.9% | -7.3% | +5.4% | +0.8% |
| 6M | +41.0% | -7.6% | +48.7% | +44.5% |
| YTD | +55.6% | +5.8% | +49.8% | +50.4% |
| 1Y | +86.8% | +2.3% | +84.5% | +82.8% |
| 3Y | +277.7% | +45.0% | +232.6% | +209.8% |
| 5Y | +324.2% | +33.2% | +290.9% | +256.9% |
| 10Y | +1,828.6% | +141.4% | +1,687.2% | +1,066.0% |
| All | +1,237.1% | +1,226.1% | +11.0% | +341.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling