+1,789.8%
SMH vs RCAT
-98.5%
+1,888.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.4% |
| 7D | +1.4% | -5.4% | +6.8% | +1.4% |
| 30D | -2.2% | -24.2% | +22.0% | -2.0% |
| 3M | -1.9% | -25.8% | +24.0% | -1.6% |
| 6M | +41.0% | -44.9% | +85.9% | +41.6% |
| YTD | +55.6% | +1.9% | +53.7% | +55.2% |
| 1Y | +86.8% | -5.2% | +92.0% | +86.2% |
| 3Y | +277.7% | +759.6% | -481.9% | +268.9% |
| 5Y | +324.2% | +187.5% | +136.6% | +315.3% |
| All | +1,789.8% | -98.5% | +1,888.3% | +1,674.8% |
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