+216.7%
SMH vs UAL
+109.3%
+107.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.9% |
| 7D | -11.2% | +8.2% | -19.4% | -13.8% |
| 30D | -25.8% | +2.3% | -28.1% | -26.5% |
| 3M | -18.8% | -12.7% | -6.1% | -15.2% |
| 6M | -15.6% | +12.7% | -28.3% | -20.0% |
| YTD | +28.8% | +0.8% | +28.0% | +25.5% |
| 1Y | +32.6% | +17.8% | +14.8% | +22.0% |
| 3Y | +213.6% | +206.7% | +6.9% | +89.6% |
| All | +216.7% | +109.3% | +107.5% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling