+2,261.4%
SMH vs RACE
+647.6%
+1,613.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +3.6% |
| 7D | +2.5% | -2.5% | +5.0% | +3.8% |
| 30D | -0.5% | +0.8% | -1.2% | -1.0% |
| 3M | -9.6% | +17.2% | -26.8% | -17.4% |
| 6M | +42.1% | +13.6% | +28.5% | +31.0% |
| YTD | +57.4% | +12.2% | +45.2% | +44.9% |
| 1Y | +96.2% | -16.3% | +112.5% | +108.5% |
| 3Y | +267.9% | +36.4% | +231.5% | +186.8% |
| 5Y | +327.7% | +95.0% | +232.7% | +171.9% |
| 10Y | +1,764.6% | +813.2% | +951.4% | +546.8% |
| All | +2,261.4% | +647.6% | +1,613.8% | +719.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling