+586.3%
SMH vs RKT
-7.0%
+593.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.8% |
| 7D | +2.5% | +2.1% | +0.4% | +2.2% |
| 30D | -0.5% | +1.4% | -1.9% | -0.8% |
| 3M | -9.6% | +6.3% | -15.9% | -10.8% |
| 6M | +42.1% | -15.5% | +57.5% | +44.0% |
| YTD | +57.4% | -27.4% | +84.8% | +62.1% |
| 1Y | +96.2% | -26.6% | +122.8% | +100.8% |
| 3Y | +267.9% | +41.2% | +226.7% | +228.4% |
| 5Y | +327.7% | -6.4% | +334.1% | +276.9% |
| All | +586.3% | -7.0% | +593.3% | +495.7% |
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