+1,253.2%
SMH vs URI
+6,508.0%
-5,254.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.1% |
| 7D | +2.5% | -2.0% | +4.5% | +3.1% |
| 30D | -0.5% | -12.9% | +12.5% | +3.9% |
| 3M | -9.6% | -6.7% | -2.9% | -7.7% |
| 6M | +42.1% | +19.0% | +23.1% | +33.2% |
| YTD | +57.4% | +25.5% | +31.9% | +44.0% |
| 1Y | +96.2% | +5.5% | +90.7% | +89.0% |
| 3Y | +267.9% | +111.3% | +156.6% | +182.8% |
| 5Y | +327.7% | +198.6% | +129.1% | +193.1% |
| 10Y | +1,764.6% | +1,179.9% | +584.7% | +684.7% |
| All | +1,253.2% | +6,508.0% | -5,254.8% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling