+250.6%
SMH vs RBA
+47.4%
+203.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.0% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | -14.2% | +9.0% | -23.2% | -16.7% |
| 3M | -11.5% | +7.2% | -18.7% | -13.9% |
| 6M | -12.0% | -7.8% | -4.3% | -10.9% |
| YTD | +40.8% | -6.4% | +47.1% | +40.9% |
| 1Y | +44.9% | -4.2% | +49.0% | +43.7% |
| 3Y | +226.7% | +64.1% | +162.7% | +166.9% |
| 5Y | +250.6% | +48.4% | +202.2% | +200.1% |
| All | +250.6% | +47.4% | +203.2% | +200.1% |
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