+1,817.6%
SMH vs UPS
+37.9%
+1,779.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +0.3% | -2.0% | +2.2% | +1.2% |
| 30D | -2.8% | -2.0% | -0.8% | -1.9% |
| 3M | -6.7% | -6.2% | -0.5% | -4.3% |
| 6M | +41.8% | +2.8% | +39.0% | +38.6% |
| YTD | +57.9% | +5.9% | +52.0% | +51.0% |
| 1Y | +87.6% | +26.2% | +61.4% | +63.1% |
| 3Y | +282.9% | -26.0% | +308.9% | +320.3% |
| 5Y | +330.4% | -34.3% | +364.7% | +401.5% |
| All | +1,817.6% | +37.9% | +1,779.7% | +1,213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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