+1,253.2%
SMH vs SUI
+1,604.9%
-351.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +2.5% | -2.8% | +5.3% | +3.6% |
| 30D | -0.5% | -1.2% | +0.7% | -0.1% |
| 3M | -9.6% | -1.7% | -7.9% | -9.9% |
| 6M | +42.1% | -10.5% | +52.5% | +46.7% |
| YTD | +57.4% | -1.8% | +59.3% | +56.4% |
| 1Y | +96.2% | -4.1% | +100.3% | +95.9% |
| 3Y | +267.9% | +11.3% | +256.7% | +234.8% |
| 5Y | +327.7% | -32.1% | +359.8% | +372.0% |
| 10Y | +1,764.6% | +110.4% | +1,654.2% | +1,142.4% |
| All | +1,253.2% | +1,604.9% | -351.7% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling