+279.8%
SMH vs URI
+121.2%
+158.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.9% |
| 7D | +2.5% | -2.0% | +4.5% | +3.4% |
| 30D | -0.5% | -12.9% | +12.5% | +5.4% |
| 3M | -9.6% | -6.7% | -2.9% | -7.0% |
| 6M | +42.1% | +19.0% | +23.1% | +30.5% |
| YTD | +57.4% | +25.5% | +31.9% | +38.6% |
| 1Y | +96.2% | +5.5% | +90.7% | +87.7% |
| All | +279.8% | +121.2% | +158.6% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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