+1,270.6%
SMH vs DVA
+13,625.8%
-12,355.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | +4.3% | +2.0% | +2.3% | +3.8% |
| 30D | +0.9% | -0.4% | +1.2% | +0.9% |
| 3M | -2.8% | -7.7% | +4.8% | -1.9% |
| 6M | +45.6% | +20.0% | +25.7% | +37.2% |
| YTD | +59.5% | +61.1% | -1.6% | +38.3% |
| 1Y | +93.4% | +33.9% | +59.6% | +75.1% |
| 3Y | +287.1% | +91.5% | +195.6% | +210.3% |
| 5Y | +338.0% | +41.8% | +296.3% | +267.0% |
| 10Y | +1,876.8% | +187.5% | +1,689.3% | +1,212.7% |
| All | +1,270.6% | +13,625.8% | -12,355.2% | +471.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling