+1,469.9%
SMH vs RACE
+738.3%
+731.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.7% |
| 7D | -4.1% | +3.9% | -8.0% | -6.1% |
| 30D | -19.2% | +7.4% | -26.6% | -22.4% |
| 3M | -16.4% | +1.6% | -18.0% | -17.4% |
| 6M | -14.0% | +23.3% | -37.3% | -24.6% |
| YTD | +35.3% | +14.7% | +20.7% | +22.0% |
| 1Y | +40.4% | +2.5% | +37.9% | +34.8% |
| 3Y | +226.8% | +28.0% | +198.9% | +158.3% |
| 5Y | +232.3% | +69.8% | +162.5% | +116.0% |
| 10Y | +1,469.9% | +734.9% | +735.1% | +412.1% |
| All | +1,469.9% | +738.3% | +731.7% | +412.1% |
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