+87.6%
SMH vs UL
-9.2%
+96.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.8% | +1.7% |
| 7D | +0.3% | -3.4% | +3.7% | -1.1% |
| 30D | -2.8% | +0.5% | -3.3% | -2.6% |
| 3M | -6.7% | +7.2% | -14.0% | -4.1% |
| 6M | +41.8% | -3.1% | +44.8% | +42.6% |
| YTD | +57.9% | -2.7% | +60.6% | +61.4% |
| 1Y | +87.6% | -10.2% | +97.9% | +86.5% |
| All | +87.6% | -9.2% | +96.8% | +86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling