+44.9%
SMH vs USB
+32.1%
+12.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.8% |
| 7D | +0.5% | -0.5% | +1.1% | +0.7% |
| 30D | -14.2% | +5.7% | -19.9% | -15.1% |
| 3M | -11.5% | -4.7% | -6.8% | -10.2% |
| 6M | -12.0% | +13.4% | -25.4% | -15.7% |
| YTD | +40.8% | +17.0% | +23.8% | +29.4% |
| 1Y | +44.9% | +32.4% | +12.5% | +26.2% |
| All | +44.9% | +32.1% | +12.7% | +26.2% |
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