+1,789.8%
SMH vs RRC
+6.5%
+1,783.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | +1.4% | -1.2% | +2.5% | +1.6% |
| 30D | -2.2% | +3.0% | -5.2% | -2.7% |
| 3M | -1.9% | +7.3% | -9.1% | -3.2% |
| 6M | +41.0% | +3.6% | +37.4% | +39.4% |
| YTD | +55.6% | +19.4% | +36.2% | +50.2% |
| 1Y | +86.8% | +21.4% | +65.4% | +79.5% |
| 3Y | +277.7% | +32.8% | +244.9% | +256.2% |
| 5Y | +324.2% | +152.0% | +172.2% | +258.6% |
| All | +1,789.8% | +6.5% | +1,783.3% | +1,261.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling