+1,253.2%
SMH vs RRC
+2,332.8%
-1,079.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.8% |
| 7D | +2.5% | +1.3% | +1.2% | +2.3% |
| 30D | -0.5% | +10.1% | -10.6% | -2.3% |
| 3M | -9.6% | +4.0% | -13.6% | -10.6% |
| 6M | +42.1% | +1.6% | +40.5% | +40.6% |
| YTD | +57.4% | +19.7% | +37.7% | +50.9% |
| 1Y | +96.2% | +21.4% | +74.8% | +87.0% |
| 3Y | +267.9% | +29.7% | +238.3% | +243.7% |
| 5Y | +327.7% | +153.9% | +173.8% | +240.7% |
| 10Y | +1,764.6% | +10.8% | +1,753.8% | +1,367.0% |
| All | +1,253.2% | +2,332.8% | -1,079.6% | +407.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling