+208.7%
SMH vs USAR
-19.4%
+228.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.1% |
| 7D | +4.9% | -0.8% | +5.7% | +4.9% |
| 30D | -13.8% | -20.9% | +7.1% | -12.6% |
| 3M | -17.4% | -56.2% | +38.8% | -13.3% |
| 6M | -15.0% | -67.9% | +52.9% | -9.8% |
| YTD | +35.2% | -31.4% | +66.6% | +40.4% |
| 1Y | +41.6% | -45.1% | +86.7% | +47.4% |
| 3Y | +215.6% | -20.3% | +235.9% | +246.9% |
| All | +208.7% | -19.4% | +228.1% | +253.1% |
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