+1,270.6%
SMH vs RJF
+3,912.4%
-2,641.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +0.9% | -2.0% | +2.9% | +1.6% |
| 3M | -2.8% | +16.3% | -19.2% | -10.2% |
| 6M | +45.6% | +16.9% | +28.7% | +33.9% |
| YTD | +59.5% | +10.4% | +49.0% | +50.0% |
| 1Y | +93.4% | +7.4% | +86.0% | +84.0% |
| 3Y | +287.1% | +72.2% | +214.9% | +192.1% |
| 5Y | +338.0% | +105.1% | +232.9% | +202.4% |
| 10Y | +1,876.8% | +430.9% | +1,445.9% | +737.2% |
| All | +1,270.6% | +3,912.4% | -2,641.8% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling