+87.6%
SMH vs UPS
+29.6%
+58.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +0.3% | -2.0% | +2.2% | +0.9% |
| 30D | -2.8% | -2.0% | -0.8% | -2.2% |
| 3M | -6.7% | -6.2% | -0.5% | -5.1% |
| 6M | +41.8% | +2.8% | +39.0% | +39.1% |
| YTD | +57.9% | +5.9% | +52.0% | +52.4% |
| 1Y | +87.6% | +26.2% | +61.4% | +68.4% |
| All | +87.6% | +29.6% | +58.0% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling