+1,817.6%
SMH vs DVA
+187.8%
+1,629.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | -2.8% | 0.0% | -2.8% | -2.8% |
| 3M | -6.7% | -10.9% | +4.2% | -5.3% |
| 6M | +41.8% | +17.3% | +24.5% | +35.0% |
| YTD | +57.9% | +59.8% | -1.9% | +39.1% |
| 1Y | +87.6% | +36.3% | +51.4% | +71.2% |
| 3Y | +282.9% | +88.6% | +194.3% | +212.6% |
| 5Y | +330.4% | +47.5% | +282.9% | +264.8% |
| All | +1,817.6% | +187.8% | +1,629.8% | +1,227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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