+1,817.6%
SMH vs RL
+311.3%
+1,506.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | +0.3% | -3.4% | +3.7% | +1.6% |
| 30D | -2.8% | -14.4% | +11.7% | +2.9% |
| 3M | -6.7% | -13.6% | +6.9% | -1.8% |
| 6M | +41.8% | +0.6% | +41.2% | +40.0% |
| YTD | +57.9% | -3.6% | +61.5% | +58.0% |
| 1Y | +87.6% | +8.3% | +79.3% | +79.2% |
| 3Y | +282.9% | +204.8% | +78.1% | +146.6% |
| 5Y | +330.4% | +232.9% | +97.5% | +164.5% |
| All | +1,817.6% | +311.3% | +1,506.3% | +1,015.1% |
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 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