+1,269.2%
SMH vs ODFL
+46,134.1%
-44,864.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +5.2% | +0.2% | +5.1% | +5.2% |
| 30D | -1.5% | -13.4% | +11.9% | +2.9% |
| 3M | -4.1% | -24.2% | +20.1% | +4.1% |
| 6M | +50.8% | -3.3% | +54.1% | +51.3% |
| YTD | +59.3% | +19.8% | +39.5% | +48.4% |
| 1Y | +94.1% | +24.5% | +69.6% | +77.7% |
| 3Y | +286.7% | -9.6% | +296.4% | +282.2% |
| 5Y | +339.4% | +28.0% | +311.4% | +287.2% |
| 10Y | +1,803.3% | +735.3% | +1,068.0% | +910.5% |
| All | +1,269.2% | +46,134.1% | -44,864.8% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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