+327.2%
SMH vs RNG
-68.4%
+395.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +0.3% | -6.1% | +6.4% | +1.4% |
| 30D | -2.8% | +9.6% | -12.4% | -4.7% |
| 3M | -6.7% | +83.3% | -90.0% | -18.9% |
| 6M | +41.8% | +77.9% | -36.2% | +22.2% |
| YTD | +57.9% | +139.9% | -82.1% | +23.5% |
| 1Y | +87.6% | +121.7% | -34.0% | +49.1% |
| 3Y | +282.9% | +121.9% | +161.1% | +188.6% |
| All | +327.2% | -68.4% | +395.6% | +338.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling