+1,256.8%
SMH vs SU
+2,044.4%
-787.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.3% | +2.2% | -2.0% | -0.3% |
| 30D | -2.8% | +8.4% | -11.2% | -5.0% |
| 3M | -6.7% | +12.1% | -18.8% | -10.1% |
| 6M | +41.8% | +19.7% | +22.1% | +33.3% |
| YTD | +57.9% | +58.4% | -0.5% | +37.2% |
| 1Y | +87.6% | +67.2% | +20.4% | +60.4% |
| 3Y | +282.9% | +125.0% | +157.9% | +197.8% |
| 5Y | +330.4% | +355.1% | -24.7% | +167.9% |
| 10Y | +1,857.0% | +263.7% | +1,593.3% | +1,102.2% |
| All | +1,256.8% | +2,044.4% | -787.5% | +570.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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