+226.8%
SMH vs USB
+99.4%
+127.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.5% | +3.9% |
| 7D | -4.1% | +0.8% | -4.9% | -4.3% |
| 30D | -19.2% | +6.8% | -26.0% | -21.5% |
| 3M | -16.4% | -3.8% | -12.6% | -15.0% |
| 6M | -14.0% | +11.7% | -25.7% | -19.0% |
| YTD | +35.3% | +17.5% | +17.9% | +23.6% |
| 1Y | +40.4% | +33.8% | +6.7% | +20.0% |
| 3Y | +226.8% | +104.2% | +122.6% | +127.3% |
| All | +226.8% | +99.4% | +127.5% | +127.3% |
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