+1,817.6%
SMH vs UMC
+1,863.6%
-46.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.4% |
| 7D | +0.3% | +9.0% | -8.7% | -3.6% |
| 30D | -2.8% | +17.2% | -20.0% | -9.8% |
| 3M | -6.7% | +11.4% | -18.1% | -12.9% |
| 6M | +41.8% | +137.5% | -95.7% | -7.6% |
| YTD | +57.9% | +193.1% | -135.2% | -9.5% |
| 1Y | +87.6% | +240.3% | -152.7% | -0.1% |
| 3Y | +282.9% | +262.2% | +20.7% | +97.9% |
| 5Y | +330.4% | +143.1% | +187.3% | +155.1% |
| All | +1,817.6% | +1,863.6% | -46.0% | +414.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 10y: compounded portfolio wealth divided by compounded UMC 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…
10y analysis · Full analysis span regression · 6 months rolling