-21.4%
SMH vs RAM
-58.2%
+36.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -32.5% | +21.2% | -2.4% |
| 7D | -20.3% | -49.5% | +29.2% | -6.0% |
| 30D | -29.2% | -63.2% | +34.0% | -11.7% |
| 3M | -21.4% | -58.5% | +37.1% | -5.5% |
| All | -21.4% | -58.2% | +36.8% | -5.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling