+1,453.6%
SMH vs UMC
+292.9%
+1,160.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | -1.6% |
| 7D | +4.3% | +13.6% | -9.3% | -1.2% |
| 30D | +0.9% | +20.8% | -19.9% | -7.1% |
| 3M | -2.8% | +16.1% | -19.0% | -10.4% |
| 6M | +45.6% | +137.3% | -91.7% | -2.0% |
| YTD | +59.5% | +193.8% | -134.3% | -4.2% |
| 1Y | +93.4% | +236.1% | -142.6% | +9.6% |
| 3Y | +287.1% | +267.1% | +20.0% | +111.2% |
| 5Y | +338.0% | +145.3% | +192.8% | +181.3% |
| 10Y | +1,876.8% | +1,857.3% | +19.5% | +393.4% |
| All | +1,453.6% | +292.9% | +1,160.7% | +331.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling