+1,803.3%
SMH vs RACE
+793.3%
+1,010.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.7% |
| 7D | +5.2% | -1.0% | +6.3% | +5.8% |
| 30D | -1.5% | -1.5% | 0.0% | -0.9% |
| 3M | -4.1% | +15.5% | -19.5% | -12.2% |
| 6M | +50.8% | +17.3% | +33.5% | +35.7% |
| YTD | +59.3% | +11.1% | +48.2% | +46.5% |
| 1Y | +94.1% | -14.3% | +108.4% | +104.1% |
| 3Y | +286.7% | +40.2% | +246.6% | +188.1% |
| 5Y | +339.4% | +92.6% | +246.9% | +167.2% |
| 10Y | +1,803.3% | +786.6% | +1,016.7% | +494.0% |
| All | +1,803.3% | +793.3% | +1,010.0% | +494.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling