+96.2%
SMH vs USB
+35.1%
+61.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +2.5% | +1.4% | +1.1% | +2.1% |
| 30D | -0.5% | -1.3% | +0.8% | -0.1% |
| 3M | -9.6% | +15.2% | -24.9% | -13.6% |
| 6M | +42.1% | +18.8% | +23.2% | +33.1% |
| YTD | +57.4% | +21.0% | +36.4% | +45.3% |
| 1Y | +96.2% | +34.0% | +62.2% | +72.1% |
| All | +96.2% | +35.1% | +61.1% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 1y: compounded portfolio wealth divided by compounded USB 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…
1y analysis · Full analysis span regression · 6 months rolling