+86.8%
SMH vs RRC
+24.3%
+62.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.4% |
| 7D | +1.4% | -1.2% | +2.5% | +1.3% |
| 30D | -2.2% | +3.0% | -5.2% | -1.8% |
| 3M | -1.9% | +7.3% | -9.1% | -0.6% |
| 6M | +41.0% | +3.6% | +37.4% | +41.6% |
| YTD | +55.6% | +19.4% | +36.2% | +53.2% |
| 1Y | +86.8% | +21.4% | +65.4% | +87.3% |
| All | +86.8% | +24.3% | +62.5% | +87.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling