+267.1%
SMH vs USB
+95.2%
+171.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +2.5% | +1.4% | +1.1% | +1.9% |
| 30D | -0.5% | -1.3% | +0.8% | 0.0% |
| 3M | -9.6% | +15.2% | -24.9% | -15.4% |
| 6M | +42.1% | +18.8% | +23.2% | +30.9% |
| YTD | +57.4% | +21.0% | +36.4% | +43.3% |
| 1Y | +96.2% | +34.0% | +62.2% | +70.1% |
| All | +267.1% | +95.2% | +171.9% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling