+86.8%
SMH vs RBA
-30.1%
+116.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.3% |
| 7D | +1.4% | -3.3% | +4.7% | +1.9% |
| 30D | -2.2% | -9.8% | +7.6% | -0.6% |
| 3M | -1.9% | -23.5% | +21.6% | +1.8% |
| 6M | +41.0% | -21.5% | +62.5% | +44.9% |
| YTD | +55.6% | -21.2% | +76.7% | +59.8% |
| 1Y | +86.8% | -30.2% | +117.0% | +92.6% |
| All | +86.8% | -30.1% | +116.9% | +92.6% |
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