+43.4%
SMH vs RBA
-2.0%
+45.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.0% |
| 7D | -11.2% | +12.7% | -23.8% | -12.5% |
| 30D | -20.4% | +15.5% | -36.0% | -21.9% |
| 3M | -12.4% | -14.0% | +1.6% | -9.0% |
| 6M | -0.5% | -8.8% | +8.3% | +1.1% |
| YTD | +40.0% | -6.9% | +46.9% | +37.3% |
| 1Y | +43.4% | -3.0% | +46.4% | +38.7% |
| All | +43.4% | -2.0% | +45.4% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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 · 6 months rolling