-14.2%
SMH vs RRC
+26.6%
-40.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | +12.1% | +2.5% | +9.5% | +11.9% |
| 30D | -14.7% | +21.1% | -35.8% | -12.1% |
| 3M | -14.2% | +28.4% | -42.6% | -8.8% |
| All | -14.2% | +26.6% | -40.8% | -8.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling