+96.2%
SMH vs DUOL
-43.9%
+140.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.4% | +2.5% |
| 7D | +2.5% | +5.1% | -2.6% | +2.7% |
| 30D | -0.5% | +14.1% | -14.6% | 0.0% |
| 3M | -9.6% | +41.5% | -51.2% | -9.9% |
| 6M | +42.1% | +60.6% | -18.5% | +39.2% |
| YTD | +57.4% | -12.0% | +69.4% | +64.0% |
| 1Y | +96.2% | -43.4% | +139.6% | +117.1% |
| All | +96.2% | -43.9% | +140.1% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 1y: compounded portfolio wealth divided by compounded DUOL 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…
1y analysis · Full analysis span regression · 6 months rolling