+324.2%
SMH vs RJF
+101.5%
+222.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.8% |
| 7D | +1.4% | -4.2% | +5.6% | +3.8% |
| 30D | -2.2% | -3.6% | +1.4% | -0.4% |
| 3M | -1.9% | +15.6% | -17.5% | -10.6% |
| 6M | +41.0% | +17.6% | +23.4% | +26.8% |
| YTD | +55.6% | +9.2% | +46.4% | +45.1% |
| 1Y | +86.8% | +5.5% | +81.3% | +77.3% |
| 3Y | +277.7% | +70.3% | +207.3% | +161.5% |
| 5Y | +324.2% | +106.0% | +218.1% | +160.4% |
| All | +324.2% | +101.5% | +222.7% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling