+327.2%
SMH vs RMBS
+265.4%
+61.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.6% |
| 7D | +0.3% | +1.8% | -1.5% | -0.5% |
| 30D | -2.8% | -13.9% | +11.1% | +4.1% |
| 3M | -6.7% | -39.8% | +33.1% | +16.9% |
| 6M | +41.8% | -6.0% | +47.8% | +38.4% |
| YTD | +57.9% | -5.4% | +63.2% | +48.4% |
| 1Y | +87.6% | -1.8% | +89.5% | +68.0% |
| 3Y | +282.9% | +53.7% | +229.3% | +137.8% |
| All | +327.2% | +265.4% | +61.8% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 5y: compounded portfolio wealth divided by compounded RMBS 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…
5y analysis · Full analysis span regression · 6 months rolling