+1,253.2%
SMH vs RMD
+4,193.0%
-2,939.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +2.5% | -5.0% | +7.5% | +4.4% |
| 30D | -0.5% | +2.2% | -2.7% | -1.6% |
| 3M | -9.6% | +17.8% | -27.5% | -16.1% |
| 6M | +42.1% | -11.3% | +53.4% | +46.1% |
| YTD | +57.4% | -4.4% | +61.9% | +57.0% |
| 1Y | +96.2% | -15.7% | +111.9% | +104.6% |
| 3Y | +267.9% | +47.7% | +220.2% | +201.1% |
| 5Y | +327.7% | -19.2% | +346.9% | +332.5% |
| 10Y | +1,764.6% | +280.4% | +1,484.2% | +951.5% |
| All | +1,253.2% | +4,193.0% | -2,939.8% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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