+264.2%
SMH vs USAR
+68.6%
+195.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.3% |
| 7D | +4.3% | -4.4% | +8.8% | +4.6% |
| 30D | +0.9% | -10.4% | +11.3% | +1.4% |
| 3M | -2.8% | -18.4% | +15.5% | -2.0% |
| 6M | +45.6% | -8.8% | +54.4% | +46.2% |
| YTD | +59.5% | +43.4% | +16.1% | +58.5% |
| 1Y | +93.4% | +21.0% | +72.4% | +92.6% |
| 3Y | +287.1% | +67.7% | +219.3% | +312.4% |
| All | +264.2% | +68.6% | +195.7% | +298.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling