+216.7%
SMH vs SUI
-26.3%
+243.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.9% |
| 7D | -11.2% | +6.2% | -17.4% | -12.3% |
| 30D | -25.8% | +8.6% | -34.4% | -27.3% |
| 3M | -18.8% | +1.0% | -19.8% | -19.2% |
| 6M | -15.6% | -2.6% | -13.0% | -15.8% |
| YTD | +28.8% | -0.1% | +29.0% | +27.3% |
| 1Y | +32.6% | +0.5% | +32.1% | +30.6% |
| 3Y | +213.6% | +15.3% | +198.4% | +181.1% |
| All | +216.7% | -26.3% | +243.0% | +272.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 5y: compounded portfolio wealth divided by compounded SUI 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…
5y analysis · Full analysis span regression · 6 months rolling