+1,256.8%
SMH vs DUK
+682.6%
+574.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +0.3% | -0.7% | +0.9% | +0.5% |
| 30D | -2.8% | -2.4% | -0.3% | -2.1% |
| 3M | -6.7% | -3.0% | -3.7% | -6.2% |
| 6M | +41.8% | -6.6% | +48.3% | +43.7% |
| YTD | +57.9% | +4.6% | +53.3% | +54.3% |
| 1Y | +87.6% | +1.2% | +86.4% | +84.7% |
| 3Y | +282.9% | +45.7% | +237.3% | +226.1% |
| 5Y | +330.4% | +40.3% | +290.1% | +266.8% |
| 10Y | +1,857.0% | +129.9% | +1,727.1% | +1,266.7% |
| All | +1,256.8% | +682.6% | +574.2% | +440.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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