+255.3%
SMH vs USAR
+58.5%
+196.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.0% | +3.5% | -2.1% |
| 7D | +1.4% | -9.3% | +10.7% | +2.0% |
| 30D | -2.2% | -15.2% | +13.0% | -1.4% |
| 3M | -1.9% | -21.1% | +19.2% | -0.8% |
| 6M | +41.0% | -21.6% | +62.6% | +42.3% |
| YTD | +55.6% | +34.8% | +20.8% | +55.2% |
| 1Y | +86.8% | +15.6% | +71.2% | +86.6% |
| 3Y | +277.7% | +57.7% | +219.9% | +303.7% |
| All | +255.3% | +58.5% | +196.8% | +290.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling