+338.0%
SMH vs RRC
+154.4%
+183.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +4.3% | -1.7% | +6.1% | +4.7% |
| 30D | +0.9% | +3.6% | -2.7% | +0.1% |
| 3M | -2.8% | +8.8% | -11.7% | -5.0% |
| 6M | +45.6% | +0.8% | +44.8% | +44.1% |
| YTD | +59.5% | +19.0% | +40.5% | +51.4% |
| 1Y | +93.4% | +22.9% | +70.5% | +81.4% |
| 3Y | +287.1% | +32.3% | +254.8% | +255.0% |
| 5Y | +338.0% | +151.6% | +186.5% | +257.7% |
| All | +338.0% | +154.4% | +183.7% | +257.7% |
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