+1,876.8%
SMH vs RBA
+189.2%
+1,687.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +4.3% | -1.9% | +6.2% | +5.0% |
| 30D | +0.9% | -13.0% | +13.8% | +5.8% |
| 3M | -2.8% | -23.1% | +20.3% | +5.7% |
| 6M | +45.6% | -22.6% | +68.2% | +57.8% |
| YTD | +59.5% | -20.4% | +79.9% | +70.0% |
| 1Y | +93.4% | -29.6% | +123.0% | +115.4% |
| 3Y | +287.1% | +26.6% | +260.5% | +241.3% |
| 5Y | +338.0% | +38.2% | +299.9% | +261.5% |
| 10Y | +1,876.8% | +194.7% | +1,682.1% | +1,071.8% |
| All | +1,876.8% | +189.2% | +1,687.6% | +1,071.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling