+1,097.4%
SMH vs RBA
+3,218.6%
-2,121.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.6% |
| 7D | +12.1% | -0.5% | +12.6% | +12.3% |
| 30D | -14.7% | +6.8% | -21.5% | -16.7% |
| 3M | -14.2% | +9.5% | -23.7% | -17.2% |
| 6M | -10.6% | -8.2% | -2.4% | -9.5% |
| YTD | +39.3% | -7.7% | +47.1% | +40.2% |
| 1Y | +41.6% | -6.9% | +48.5% | +42.0% |
| 3Y | +223.4% | +61.6% | +161.7% | +169.5% |
| 5Y | +243.5% | +44.7% | +198.8% | +189.1% |
| 10Y | +1,506.6% | +205.3% | +1,301.3% | +937.9% |
| All | +1,097.4% | +3,218.6% | -2,121.2% | +249.1% |
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 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