+181.8%
SMH vs UMAC
+473.8%
-292.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +3.9% | +1.6% |
| 7D | +0.3% | -3.4% | +3.7% | +0.4% |
| 30D | -2.8% | -15.1% | +12.3% | -2.3% |
| 3M | -6.7% | -10.8% | +4.1% | -7.0% |
| 6M | +41.8% | +15.7% | +26.1% | +38.0% |
| YTD | +57.9% | +80.1% | -22.3% | +50.1% |
| 1Y | +87.6% | +116.7% | -29.1% | +76.2% |
| All | +181.8% | +473.8% | -292.0% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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