+338.0%
SMH vs RCAT
+184.3%
+153.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.5% | +6.6% | +0.6% |
| 7D | +4.3% | -2.3% | +6.6% | +4.5% |
| 30D | +0.9% | -18.7% | +19.6% | +2.2% |
| 3M | -2.8% | -29.3% | +26.4% | -1.0% |
| 6M | +45.6% | -42.3% | +87.9% | +48.9% |
| YTD | +59.5% | +2.5% | +56.9% | +56.5% |
| 1Y | +93.4% | -5.7% | +99.1% | +89.0% |
| 3Y | +287.1% | +764.9% | -477.8% | +235.8% |
| 5Y | +338.0% | +182.3% | +155.8% | +286.0% |
| All | +338.0% | +184.3% | +153.8% | +286.0% |
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