+233.7%
SMH vs RKT
-7.1%
+240.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +4.9% | -9.0% | +13.9% | +6.9% |
| 30D | -13.8% | +30.2% | -44.0% | -18.9% |
| 3M | -17.4% | -8.8% | -8.5% | -16.4% |
| 6M | -15.0% | -0.9% | -14.0% | -16.2% |
| YTD | +35.2% | -29.2% | +64.3% | +41.0% |
| 1Y | +41.6% | -20.1% | +61.7% | +43.6% |
| 3Y | +215.6% | +81.3% | +134.3% | +125.0% |
| All | +233.7% | -7.1% | +240.7% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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