+259.6%
SMH vs USAR
+74.0%
+185.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | +2.5% | -2.1% | +4.6% | +2.6% |
| 30D | -0.5% | +2.6% | -3.1% | -0.7% |
| 3M | -9.6% | -35.0% | +25.4% | -8.2% |
| 6M | +42.1% | -6.9% | +48.9% | +42.4% |
| YTD | +57.4% | +48.0% | +9.5% | +56.2% |
| 1Y | +96.2% | +24.8% | +71.4% | +95.0% |
| 3Y | +267.9% | +73.2% | +194.7% | +291.6% |
| All | +259.6% | +74.0% | +185.6% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling