+968.5%
SMH vs USB
+454.1%
+514.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -2.1% | -9.1% | -10.3% |
| 7D | -20.3% | -1.5% | -18.8% | -19.7% |
| 30D | -29.2% | +4.3% | -33.5% | -30.5% |
| 3M | -21.4% | -6.1% | -15.3% | -19.6% |
| 6M | -14.3% | +9.4% | -23.7% | -18.1% |
| YTD | +24.3% | +15.2% | +9.2% | +16.1% |
| 1Y | +24.9% | +32.8% | -7.8% | +10.0% |
| 3Y | +203.5% | +91.3% | +112.3% | +126.9% |
| 5Y | +211.2% | +22.7% | +188.5% | +171.7% |
| 10Y | +1,376.1% | +97.0% | +1,279.1% | +904.2% |
| All | +968.5% | +454.1% | +514.5% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling