+1,487.3%
SMH vs UAL
+99.5%
+1,387.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -6.7% | +12.5% | -19.2% | -9.7% |
| 30D | -19.8% | +12.2% | -32.0% | -22.5% |
| 3M | -15.1% | -2.6% | -12.5% | -14.7% |
| 6M | -14.6% | +21.1% | -35.7% | -19.6% |
| YTD | +34.3% | +7.8% | +26.5% | +29.5% |
| 1Y | +35.2% | +25.4% | +9.8% | +25.1% |
| 3Y | +211.7% | +217.3% | -5.7% | +117.3% |
| 5Y | +240.5% | +132.9% | +107.6% | +148.1% |
| 10Y | +1,487.3% | +101.1% | +1,386.2% | +1,104.3% |
| All | +1,487.3% | +99.5% | +1,387.8% | +1,104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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