+327.2%
SMH vs RDW
-9.1%
+336.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | +0.3% | +0.9% | -0.6% | +0.1% |
| 30D | -2.8% | -21.3% | +18.5% | +0.4% |
| 3M | -6.7% | -37.9% | +31.1% | -1.5% |
| 6M | +41.8% | +12.3% | +29.5% | +35.0% |
| YTD | +57.9% | +39.7% | +18.1% | +42.9% |
| 1Y | +87.6% | +25.7% | +62.0% | +69.3% |
| 3Y | +282.9% | +230.8% | +52.1% | +169.4% |
| All | +327.2% | -9.1% | +336.3% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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