-15.6%
SMH vs RACE
+23.5%
-39.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +3.9% |
| 7D | -11.2% | +5.1% | -16.3% | -11.9% |
| 30D | -25.8% | +7.7% | -33.5% | -26.7% |
| 3M | -18.8% | +2.2% | -21.0% | -18.9% |
| 6M | -15.6% | +23.8% | -39.4% | -19.2% |
| All | -15.6% | +23.5% | -39.1% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling