+32.6%
SMH vs USB
+31.9%
+0.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.7% |
| 7D | -11.2% | 0.0% | -11.2% | -11.1% |
| 30D | -25.8% | +5.8% | -31.6% | -26.6% |
| 3M | -18.8% | -6.0% | -12.9% | -17.4% |
| 6M | -15.6% | +7.8% | -23.4% | -17.5% |
| YTD | +28.8% | +14.6% | +14.2% | +18.9% |
| 1Y | +32.6% | +31.8% | +0.8% | +14.6% |
| All | +32.6% | +31.9% | +0.6% | +14.6% |
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