+374.1%
SMH vs RGTI
+53.1%
+321.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.4% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -2.2% | -16.2% | +14.0% | -0.8% |
| 3M | -1.9% | -22.0% | +20.2% | 0.0% |
| 6M | +41.0% | -10.8% | +51.8% | +40.9% |
| YTD | +55.6% | -31.6% | +87.1% | +57.9% |
| 1Y | +86.8% | -6.4% | +93.2% | +82.5% |
| 3Y | +277.7% | +665.7% | -388.0% | +171.9% |
| 5Y | +324.2% | +55.6% | +268.5% | +251.2% |
| All | +374.1% | +53.1% | +321.0% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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