+324.2%
SMH vs UL
+18.7%
+305.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -2.3% |
| 7D | +1.4% | -4.1% | +5.5% | +1.8% |
| 30D | -2.2% | -1.2% | -1.0% | -2.1% |
| 3M | -1.9% | +6.0% | -7.8% | -3.0% |
| 6M | +41.0% | -5.5% | +46.5% | +42.3% |
| YTD | +55.6% | -3.3% | +58.9% | +56.1% |
| 1Y | +86.8% | -9.8% | +96.6% | +90.1% |
| 3Y | +277.7% | +20.1% | +257.5% | +242.4% |
| 5Y | +324.2% | +19.2% | +305.0% | +270.4% |
| All | +324.2% | +18.7% | +305.5% | +270.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling