+43.4%
SMH vs RL
+34.3%
+9.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.5% | -7.2% | -4.1% |
| 7D | -11.2% | +5.8% | -16.9% | -12.8% |
| 30D | -20.4% | +12.7% | -33.2% | -23.5% |
| 3M | -12.4% | +9.3% | -21.8% | -15.2% |
| 6M | -0.5% | +16.9% | -17.4% | -5.7% |
| YTD | +40.0% | +17.5% | +22.6% | +30.1% |
| 1Y | +43.4% | +34.6% | +8.8% | +24.1% |
| All | +43.4% | +34.3% | +9.0% | +24.1% |
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