+1,269.2%
SMH vs UPS
+256.4%
+1,012.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.3% |
| 7D | +5.2% | -2.1% | +7.4% | +6.6% |
| 30D | -1.5% | -2.3% | +0.8% | -0.2% |
| 3M | -4.1% | -5.2% | +1.1% | -1.6% |
| 6M | +50.8% | +1.4% | +49.3% | +47.6% |
| YTD | +59.3% | +6.1% | +53.2% | +50.5% |
| 1Y | +94.1% | +27.0% | +67.1% | +62.4% |
| 3Y | +286.7% | -25.9% | +312.6% | +330.3% |
| 5Y | +339.4% | -34.6% | +374.0% | +423.1% |
| 10Y | +1,803.3% | +36.2% | +1,767.1% | +1,140.9% |
| All | +1,269.2% | +256.4% | +1,012.9% | +250.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling