+86.8%
SMH vs RCL
-24.0%
+110.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.2% | -2.4% |
| 7D | +1.4% | -2.5% | +3.9% | +2.0% |
| 30D | -2.2% | -15.7% | +13.5% | +1.8% |
| 3M | -1.9% | -3.6% | +1.8% | -1.3% |
| 6M | +41.0% | -8.7% | +49.7% | +42.4% |
| YTD | +55.6% | -6.2% | +61.7% | +57.0% |
| 1Y | +86.8% | -22.9% | +109.7% | +89.6% |
| All | +86.8% | -24.0% | +110.9% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 1y: compounded portfolio wealth divided by compounded RCL 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…
1y analysis · Full analysis span regression · 6 months rolling