+243.5%
SMH vs RRC
+132.2%
+111.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | +12.1% | +2.5% | +9.5% | +11.4% |
| 30D | -14.7% | +21.1% | -35.8% | -18.2% |
| 3M | -14.2% | +28.4% | -42.6% | -19.0% |
| 6M | -10.6% | +26.5% | -37.1% | -15.7% |
| YTD | +39.3% | +47.0% | -7.7% | +25.7% |
| 1Y | +41.6% | +35.2% | +6.4% | +30.1% |
| 3Y | +223.4% | +61.0% | +162.4% | +182.6% |
| 5Y | +243.5% | +133.6% | +109.9% | +166.5% |
| All | +243.5% | +132.2% | +111.3% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling