+324.2%
SMH vs UPS
-33.5%
+357.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.8% |
| 7D | +1.4% | -3.4% | +4.8% | +3.0% |
| 30D | -2.2% | -2.7% | +0.5% | -1.0% |
| 3M | -1.9% | -1.6% | -0.2% | -1.7% |
| 6M | +41.0% | +2.3% | +38.7% | +38.3% |
| YTD | +55.6% | +5.6% | +50.0% | +49.4% |
| 1Y | +86.8% | +27.1% | +59.8% | +63.1% |
| 3Y | +277.7% | -26.3% | +304.0% | +313.4% |
| 5Y | +324.2% | -34.5% | +358.6% | +393.3% |
| All | +324.2% | -33.5% | +357.7% | +393.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling