+1,097.4%
SMH vs RCL
+1,862.4%
-765.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +0.1% |
| 7D | +12.1% | -0.2% | +12.3% | +12.1% |
| 30D | -14.7% | +14.4% | -29.1% | -18.1% |
| 3M | -14.2% | +5.2% | -19.4% | -15.9% |
| 6M | -10.6% | +26.1% | -36.7% | -17.2% |
| YTD | +39.3% | +17.4% | +22.0% | +30.0% |
| 1Y | +41.6% | +24.7% | +16.9% | +29.3% |
| 3Y | +223.4% | +250.9% | -27.6% | +114.8% |
| 5Y | +243.5% | +293.8% | -50.4% | +109.6% |
| 10Y | +1,506.6% | +342.4% | +1,164.3% | +671.9% |
| All | +1,097.4% | +1,862.4% | -765.0% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling