+96.2%
SMH vs RNG
+144.7%
-48.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +2.5% |
| 7D | +2.5% | +5.8% | -3.3% | +2.7% |
| 30D | -0.5% | +19.6% | -20.1% | +0.1% |
| 3M | -9.6% | +67.0% | -76.7% | -7.5% |
| 6M | +42.1% | +88.4% | -46.3% | +44.2% |
| YTD | +57.4% | +155.5% | -98.0% | +55.6% |
| 1Y | +96.2% | +141.7% | -45.5% | +93.8% |
| All | +96.2% | +144.7% | -48.5% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling