+1,253.2%
SMH vs RCL
+1,506.7%
-253.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.5% | -5.1% | +7.6% | +4.1% |
| 30D | -0.5% | -19.0% | +18.5% | +5.8% |
| 3M | -9.6% | -9.6% | -0.1% | -7.3% |
| 6M | +42.1% | -6.7% | +48.8% | +43.9% |
| YTD | +57.4% | -3.9% | +61.4% | +56.5% |
| 1Y | +96.2% | -25.1% | +121.3% | +108.2% |
| 3Y | +267.9% | +179.1% | +88.8% | +162.1% |
| 5Y | +327.7% | +243.3% | +84.4% | +172.2% |
| 10Y | +1,764.6% | +325.8% | +1,438.9% | +804.2% |
| All | +1,253.2% | +1,506.7% | -253.5% | +182.4% |
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