+339.4%
SMH vs U
-68.4%
+407.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.6% |
| 7D | +5.2% | +4.5% | +0.8% | +4.2% |
| 30D | -1.5% | -0.6% | -1.0% | -1.5% |
| 3M | -4.1% | +48.4% | -52.5% | -12.5% |
| 6M | +50.8% | +115.4% | -64.6% | +25.8% |
| YTD | +59.3% | -3.2% | +62.5% | +54.2% |
| 1Y | +94.1% | -6.0% | +100.1% | +87.1% |
| 3Y | +286.7% | +13.5% | +273.3% | +230.8% |
| 5Y | +339.4% | -68.0% | +407.4% | +339.8% |
| All | +339.4% | -68.4% | +407.8% | +339.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling