+96.2%
SMH vs DVN
+41.2%
+55.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.3% |
| 7D | +2.5% | +1.5% | +1.0% | +2.8% |
| 30D | -0.5% | +14.2% | -14.7% | +2.1% |
| 3M | -9.6% | +5.2% | -14.9% | -8.1% |
| 6M | +42.1% | +11.9% | +30.2% | +42.9% |
| YTD | +57.4% | +32.8% | +24.6% | +58.8% |
| 1Y | +96.2% | +38.6% | +57.6% | +96.9% |
| All | +96.2% | +41.2% | +55.1% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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