-15.6%
SMH vs SUI
-2.4%
-13.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +2.1% |
| 7D | -11.2% | +6.2% | -17.4% | -5.4% |
| 30D | -25.8% | +8.6% | -34.4% | -18.4% |
| 3M | -18.8% | +1.0% | -19.8% | -17.4% |
| 6M | -15.6% | -2.6% | -13.0% | -14.2% |
| All | -15.6% | -2.4% | -13.2% | -14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling