+1,475.7%
SMH vs RCAT
-99.8%
+1,575.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.4% | -2.9% |
| 7D | +4.9% | -5.9% | +10.9% | +5.0% |
| 30D | -13.8% | -19.7% | +5.9% | -13.6% |
| 3M | -17.4% | -62.9% | +45.5% | -16.6% |
| 6M | -15.0% | -59.6% | +44.6% | -14.3% |
| YTD | +35.2% | -52.1% | +87.2% | +35.8% |
| 1Y | +41.6% | -50.9% | +92.5% | +42.2% |
| 3Y | +215.6% | +333.8% | -118.2% | +210.7% |
| 5Y | +233.2% | +40.7% | +192.5% | +229.0% |
| All | +1,475.7% | -99.8% | +1,575.5% | +1,441.2% |
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