+96.2%
SMH vs RCAT
-2.3%
+98.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.9% |
| 7D | +2.5% | -1.4% | +3.9% | +2.7% |
| 30D | -0.5% | -3.3% | +2.9% | -0.3% |
| 3M | -9.6% | -43.2% | +33.6% | -5.0% |
| 6M | +42.1% | -43.2% | +85.2% | +47.3% |
| YTD | +57.4% | +5.5% | +51.9% | +51.5% |
| 1Y | +96.2% | -1.6% | +97.9% | +95.1% |
| All | +96.2% | -2.3% | +98.6% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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