+96.2%
SMH vs RBA
-26.5%
+122.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | +2.5% | -2.9% | +5.4% | +3.0% |
| 30D | -0.5% | -12.3% | +11.8% | +1.8% |
| 3M | -9.6% | -20.5% | +10.9% | -6.8% |
| 6M | +42.1% | -18.5% | +60.6% | +45.3% |
| YTD | +57.4% | -18.2% | +75.7% | +60.8% |
| 1Y | +96.2% | -27.5% | +123.7% | +100.0% |
| All | +96.2% | -26.5% | +122.8% | +100.0% |
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