+6,238.1%
SMH vs SPXU
-100.0%
+6,338.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +2.0% |
| 7D | +5.2% | -1.5% | +6.7% | +4.5% |
| 30D | -1.5% | +3.7% | -5.3% | +0.3% |
| 3M | -4.1% | -9.6% | +5.5% | -6.6% |
| 6M | +50.8% | -32.4% | +83.1% | +31.9% |
| YTD | +59.3% | -28.7% | +88.0% | +44.1% |
| 1Y | +94.1% | -38.2% | +132.3% | +67.5% |
| 3Y | +286.7% | -80.4% | +367.2% | +141.6% |
| 5Y | +339.4% | -86.0% | +425.5% | +200.3% |
| 10Y | +1,803.3% | -99.5% | +1,902.8% | +446.4% |
| All | +6,238.1% | -100.0% | +6,338.1% | +502.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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