+1,817.6%
SMH vs RJF
+429.3%
+1,388.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | -2.7% | +3.0% | +1.7% |
| 30D | -2.8% | -4.3% | +1.5% | -0.8% |
| 3M | -6.7% | +15.7% | -22.4% | -14.5% |
| 6M | +41.8% | +17.8% | +24.0% | +28.4% |
| YTD | +57.9% | +9.2% | +48.7% | +48.1% |
| 1Y | +87.6% | +2.8% | +84.9% | +81.5% |
| 3Y | +282.9% | +69.5% | +213.5% | +178.8% |
| 5Y | +330.4% | +105.9% | +224.5% | +179.7% |
| All | +1,817.6% | +429.3% | +1,388.3% | +737.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling