+1,063.2%
SMH vs URI
+7,282.1%
-6,218.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.9% | -1.8% | +2.9% |
| 7D | -4.1% | -4.0% | -0.1% | -2.7% |
| 30D | -19.2% | +6.8% | -26.0% | -20.8% |
| 3M | -16.4% | -2.8% | -13.5% | -15.6% |
| 6M | -14.0% | +20.9% | -34.8% | -19.0% |
| YTD | +35.3% | +40.2% | -4.9% | +19.6% |
| 1Y | +40.4% | +34.1% | +6.4% | +25.9% |
| 3Y | +226.8% | +164.1% | +62.7% | +135.2% |
| 5Y | +232.3% | +199.3% | +33.0% | +127.5% |
| 10Y | +1,469.9% | +1,218.8% | +251.1% | +557.3% |
| All | +1,063.2% | +7,282.1% | -6,218.9% | +72.9% |
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