+286.7%
SMH vs RCL
+180.0%
+106.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.3% |
| 7D | +5.2% | -0.5% | +5.7% | +5.4% |
| 30D | -1.5% | -17.3% | +15.8% | +5.8% |
| 3M | -4.1% | -2.8% | -1.3% | -3.7% |
| 6M | +50.8% | -4.4% | +55.1% | +51.4% |
| YTD | +59.3% | -4.2% | +63.5% | +57.0% |
| 1Y | +94.1% | -23.4% | +117.5% | +109.7% |
| 3Y | +286.7% | +179.4% | +107.3% | +122.3% |
| All | +286.7% | +180.0% | +106.8% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling