+591.1%
SMH vs U
-43.9%
+635.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -2.2% | -4.1% | +1.9% | -1.5% |
| 3M | -1.9% | +57.8% | -59.7% | -11.4% |
| 6M | +41.0% | +103.5% | -62.5% | +19.7% |
| YTD | +55.6% | -4.8% | +60.3% | +51.1% |
| 1Y | +86.8% | -2.4% | +89.2% | +78.8% |
| 3Y | +277.7% | +11.7% | +266.0% | +225.8% |
| 5Y | +324.2% | -68.9% | +393.0% | +320.6% |
| All | +591.1% | -43.9% | +635.0% | +517.1% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling