+1,109.9%
SMH vs RCL
+1,942.8%
-832.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.2% |
| 7D | +0.5% | +0.6% | -0.1% | +0.5% |
| 30D | -14.2% | +19.4% | -33.6% | -18.7% |
| 3M | -11.5% | +9.8% | -21.3% | -14.4% |
| 6M | -12.0% | +28.6% | -40.7% | -19.0% |
| YTD | +40.8% | +22.2% | +18.6% | +29.9% |
| 1Y | +44.9% | +29.7% | +15.1% | +30.8% |
| 3Y | +226.7% | +265.3% | -38.6% | +114.5% |
| 5Y | +250.6% | +301.8% | -51.2% | +112.6% |
| 10Y | +1,523.4% | +360.5% | +1,162.9% | +670.9% |
| All | +1,109.9% | +1,942.8% | -832.9% | +134.2% |
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