+93.4%
SMH vs RL
+9.8%
+83.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +1.3% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +0.9% | -17.5% | +18.4% | +8.2% |
| 3M | -2.8% | -14.0% | +11.2% | +2.4% |
| 6M | +45.6% | -2.0% | +47.6% | +44.4% |
| YTD | +59.5% | -4.6% | +64.1% | +58.9% |
| 1Y | +93.4% | +9.5% | +83.9% | +78.3% |
| All | +93.4% | +9.8% | +83.6% | +78.3% |
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