+507.3%
SMH vs RKT
-9.3%
+516.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.1% | +4.0% | -0.4% |
| 7D | +12.1% | -7.5% | +19.6% | +13.2% |
| 30D | -14.7% | +26.6% | -41.3% | -17.7% |
| 3M | -14.2% | -2.4% | -11.8% | -14.4% |
| 6M | -10.6% | -7.4% | -3.2% | -10.6% |
| YTD | +39.3% | -29.2% | +68.5% | +43.3% |
| 1Y | +41.6% | -23.5% | +65.1% | +43.9% |
| 3Y | +223.4% | +73.9% | +149.4% | +179.4% |
| 5Y | +243.5% | -6.6% | +250.1% | +202.3% |
| All | +507.3% | -9.3% | +516.6% | +426.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling