+1,524.2%
SMH vs RL
+342.1%
+1,182.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +12.1% | +2.4% | +9.7% | +11.0% |
| 30D | -14.7% | +4.6% | -19.3% | -16.1% |
| 3M | -14.2% | -1.1% | -13.1% | -14.1% |
| 6M | -10.6% | +16.5% | -27.1% | -16.5% |
| YTD | +39.3% | +11.4% | +27.9% | +31.9% |
| 1Y | +41.6% | +16.1% | +25.5% | +31.6% |
| 3Y | +223.4% | +252.6% | -29.3% | +96.5% |
| 5Y | +243.5% | +244.9% | -1.4% | +106.0% |
| All | +1,524.2% | +342.1% | +1,182.0% | +818.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling