+96.2%
SMH vs RL
+13.6%
+82.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +1.9% |
| 7D | +2.5% | -0.8% | +3.3% | +2.8% |
| 30D | -0.5% | -7.8% | +7.3% | +2.2% |
| 3M | -9.6% | -4.0% | -5.6% | -8.6% |
| 6M | +42.1% | -1.9% | +44.0% | +41.1% |
| YTD | +57.4% | -0.2% | +57.6% | +54.6% |
| 1Y | +96.2% | +10.7% | +85.5% | +81.2% |
| All | +96.2% | +13.6% | +82.7% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling