+599.4%
SMH vs U
-44.5%
+643.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | +2.5% | -3.8% | +6.3% | +3.3% |
| 30D | -0.5% | +17.5% | -17.9% | -4.1% |
| 3M | -9.6% | +38.7% | -48.4% | -16.2% |
| 6M | +42.1% | +104.4% | -62.3% | +20.5% |
| YTD | +57.4% | -5.7% | +63.1% | +53.2% |
| 1Y | +96.2% | +3.7% | +92.5% | +85.0% |
| 3Y | +267.9% | +12.3% | +255.6% | +216.8% |
| 5Y | +327.7% | -68.8% | +396.5% | +324.2% |
| All | +599.4% | -44.5% | +643.9% | +525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling