+338.0%
SMH vs RCL
+233.3%
+104.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.8% |
| 7D | +4.3% | -2.2% | +6.5% | +5.2% |
| 30D | +0.9% | -15.7% | +16.5% | +7.2% |
| 3M | -2.8% | -8.0% | +5.1% | -0.4% |
| 6M | +45.6% | -10.1% | +55.8% | +49.7% |
| YTD | +59.5% | -5.9% | +65.4% | +58.9% |
| 1Y | +93.4% | -23.5% | +116.9% | +106.6% |
| 3Y | +287.1% | +174.4% | +112.7% | +149.6% |
| 5Y | +338.0% | +227.1% | +110.9% | +150.8% |
| All | +338.0% | +233.3% | +104.8% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling