+216.7%
SMH vs USB
+21.6%
+195.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | -11.2% | 0.0% | -11.2% | -11.2% |
| 30D | -25.8% | +5.8% | -31.6% | -27.6% |
| 3M | -18.8% | -6.0% | -12.9% | -16.9% |
| 6M | -15.6% | +7.8% | -23.4% | -19.0% |
| YTD | +28.8% | +14.6% | +14.2% | +20.0% |
| 1Y | +32.6% | +31.8% | +0.8% | +15.9% |
| 3Y | +213.6% | +91.5% | +122.1% | +130.2% |
| All | +216.7% | +21.6% | +195.2% | +194.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling