-18.5%
SMH vs RAM
-73.7%
+55.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -10.3% | +7.6% | -0.3% |
| 7D | -11.2% | -31.3% | +20.1% | -3.4% |
| 30D | -20.4% | -49.4% | +28.9% | -8.4% |
| 3M | -12.4% | -41.4% | +29.0% | -3.9% |
| All | -18.5% | -73.7% | +55.2% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 1y: compounded portfolio wealth divided by compounded RAM 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…
1y analysis · Full analysis span regression · Available span rolling