+216.7%
SMH vs RACE
+65.0%
+151.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.4% |
| 7D | -11.2% | +5.1% | -16.3% | -13.5% |
| 30D | -25.8% | +7.7% | -33.5% | -28.7% |
| 3M | -18.8% | +2.2% | -21.0% | -20.0% |
| 6M | -15.6% | +23.8% | -39.4% | -25.9% |
| YTD | +28.8% | +13.9% | +14.9% | +17.0% |
| 1Y | +32.6% | +3.8% | +28.8% | +27.0% |
| 3Y | +213.6% | +28.0% | +185.6% | +135.4% |
| All | +216.7% | +65.0% | +151.7% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling