+211.7%
SMH vs RL
+260.1%
-48.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.9% |
| 7D | -6.7% | +1.3% | -8.0% | -7.1% |
| 30D | -19.8% | +7.6% | -27.5% | -22.4% |
| 3M | -15.1% | -1.5% | -13.6% | -14.6% |
| 6M | -14.6% | +12.1% | -26.7% | -19.9% |
| YTD | +34.3% | +13.9% | +20.4% | +24.1% |
| 1Y | +35.2% | +20.7% | +14.6% | +20.9% |
| 3Y | +211.7% | +260.6% | -48.9% | +74.2% |
| All | +211.7% | +260.1% | -48.4% | +74.2% |
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