+213.6%
SMH vs UAL
+197.6%
+16.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +3.0% |
| 7D | -11.2% | +8.2% | -19.4% | -13.5% |
| 30D | -25.8% | +2.3% | -28.1% | -26.5% |
| 3M | -18.8% | -12.7% | -6.1% | -15.5% |
| 6M | -15.6% | +12.7% | -28.3% | -19.5% |
| YTD | +28.8% | +0.8% | +28.0% | +25.7% |
| 1Y | +32.6% | +17.8% | +14.8% | +23.1% |
| 3Y | +213.6% | +206.7% | +6.9% | +115.3% |
| All | +213.6% | +197.6% | +16.0% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling