+240.5%
SMH vs RCAT
+63.2%
+177.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.7% | -0.2% |
| 7D | -6.7% | -5.6% | -1.1% | -6.4% |
| 30D | -19.8% | -27.0% | +7.2% | -18.0% |
| 3M | -15.1% | -57.9% | +42.8% | -9.7% |
| 6M | -14.6% | -59.4% | +44.8% | -9.7% |
| YTD | +34.3% | -46.9% | +81.2% | +37.9% |
| 1Y | +35.2% | -54.0% | +89.3% | +39.6% |
| 3Y | +211.7% | +378.4% | -166.7% | +177.9% |
| 5Y | +240.5% | +61.9% | +178.5% | +225.4% |
| All | +240.5% | +63.2% | +177.3% | +225.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling