+1,524.2%
SMH vs RCAT
-99.8%
+1,624.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.2% | -0.9% |
| 7D | +12.1% | +15.6% | -3.5% | +11.9% |
| 30D | -14.7% | -24.1% | +9.4% | -14.5% |
| 3M | -14.2% | -61.9% | +47.7% | -13.4% |
| 6M | -10.6% | -64.3% | +53.7% | -9.8% |
| YTD | +39.3% | -50.4% | +89.7% | +39.9% |
| 1Y | +41.6% | -54.0% | +95.6% | +42.2% |
| 3Y | +223.4% | +347.2% | -123.8% | +218.2% |
| 5Y | +243.5% | +45.7% | +197.7% | +239.0% |
| All | +1,524.2% | -99.8% | +1,624.0% | +1,488.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling