+339.4%
SMH vs URI
+206.8%
+132.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | +5.2% | +2.5% | +2.7% | +4.0% |
| 30D | -1.5% | -12.5% | +11.0% | +4.8% |
| 3M | -4.1% | -6.2% | +2.1% | -1.3% |
| 6M | +50.8% | +25.9% | +24.9% | +32.4% |
| YTD | +59.3% | +26.2% | +33.1% | +37.3% |
| 1Y | +94.1% | +5.5% | +88.6% | +83.1% |
| 3Y | +286.7% | +125.0% | +161.7% | +133.2% |
| 5Y | +339.4% | +210.4% | +129.0% | +104.7% |
| All | +339.4% | +206.8% | +132.6% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling