+1,109.9%
SMH vs RL
+3,602.9%
-2,493.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.4% | +6.2% | +5.3% |
| 7D | +0.5% | -4.4% | +4.9% | +2.4% |
| 30D | -14.2% | +5.6% | -19.8% | -15.9% |
| 3M | -11.5% | -0.6% | -10.9% | -11.6% |
| 6M | -12.0% | +15.5% | -27.5% | -17.3% |
| YTD | +40.8% | +12.3% | +28.4% | +33.2% |
| 1Y | +44.9% | +19.3% | +25.6% | +33.8% |
| 3Y | +226.7% | +255.5% | -28.8% | +100.6% |
| 5Y | +250.6% | +247.1% | +3.5% | +114.3% |
| 10Y | +1,523.4% | +346.0% | +1,177.4% | +718.9% |
| All | +1,109.9% | +3,602.9% | -2,493.0% | +184.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling