+324.2%
SMH vs RBA
+36.6%
+287.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.1% |
| 7D | +1.4% | -3.3% | +4.7% | +2.5% |
| 30D | -2.2% | -9.8% | +7.6% | +1.0% |
| 3M | -1.9% | -23.5% | +21.6% | +6.2% |
| 6M | +41.0% | -21.5% | +62.5% | +51.0% |
| YTD | +55.6% | -21.2% | +76.7% | +65.3% |
| 1Y | +86.8% | -30.2% | +117.0% | +107.1% |
| 3Y | +277.7% | +25.3% | +252.3% | +237.9% |
| 5Y | +324.2% | +35.1% | +289.1% | +248.6% |
| All | +324.2% | +36.6% | +287.6% | +248.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling