+286.7%
SMH vs RL
+211.8%
+74.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.7% |
| 7D | +5.2% | +1.9% | +3.3% | +4.3% |
| 30D | -1.5% | -12.2% | +10.7% | +4.2% |
| 3M | -4.1% | -6.6% | +2.6% | -1.6% |
| 6M | +50.8% | +3.2% | +47.6% | +46.3% |
| YTD | +59.3% | -1.3% | +60.6% | +57.3% |
| 1Y | +94.1% | +13.6% | +80.5% | +78.0% |
| 3Y | +286.7% | +210.9% | +75.8% | +141.4% |
| All | +286.7% | +211.8% | +74.9% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling