+1,253.2%
SMH vs RBA
+2,841.2%
-1,588.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.5% |
| 7D | +2.5% | -2.9% | +5.4% | +3.5% |
| 30D | -0.5% | -12.3% | +11.8% | +3.5% |
| 3M | -9.6% | -20.5% | +10.9% | -3.7% |
| 6M | +42.1% | -18.5% | +60.6% | +50.1% |
| YTD | +57.4% | -18.2% | +75.7% | +65.4% |
| 1Y | +96.2% | -27.5% | +123.7% | +113.7% |
| 3Y | +267.9% | +38.1% | +229.9% | +222.6% |
| 5Y | +327.7% | +44.8% | +282.9% | +261.0% |
| 10Y | +1,764.6% | +187.1% | +1,577.5% | +1,135.0% |
| All | +1,253.2% | +2,841.2% | -1,588.0% | +311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling