+1,269.2%
SMH vs UL
+815.6%
+453.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.6% |
| 7D | +5.2% | -1.3% | +6.5% | +5.7% |
| 30D | -1.5% | +0.9% | -2.5% | -2.0% |
| 3M | -4.1% | +14.2% | -18.3% | -9.8% |
| 6M | +50.8% | -3.2% | +53.9% | +50.5% |
| YTD | +59.3% | -0.3% | +59.6% | +56.8% |
| 1Y | +94.1% | -8.8% | +102.9% | +96.8% |
| 3Y | +286.7% | +23.9% | +262.9% | +238.6% |
| 5Y | +339.4% | +21.4% | +318.1% | +282.5% |
| 10Y | +1,803.3% | +66.7% | +1,736.6% | +1,322.4% |
| All | +1,269.2% | +815.6% | +453.6% | +651.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling