+277.4%
SMH vs UPS
-26.6%
+303.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | +1.4% | -3.4% | +4.8% | +2.5% |
| 30D | -2.2% | -2.7% | +0.5% | -1.4% |
| 3M | -1.9% | -1.6% | -0.2% | -1.7% |
| 6M | +41.0% | +2.3% | +38.7% | +39.3% |
| YTD | +55.6% | +5.6% | +50.0% | +51.6% |
| 1Y | +86.8% | +27.1% | +59.8% | +71.5% |
| All | +277.4% | -26.6% | +303.9% | +291.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling