+96.2%
SMH vs RRX
+14.9%
+81.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.5% | +2.5% |
| 7D | +2.5% | +3.4% | -0.9% | +0.9% |
| 30D | -0.5% | -11.1% | +10.6% | +4.9% |
| 3M | -9.6% | -23.7% | +14.1% | +1.4% |
| 6M | +42.1% | -22.0% | +64.1% | +55.5% |
| YTD | +57.4% | +16.5% | +41.0% | +49.7% |
| 1Y | +96.2% | +11.5% | +84.7% | +90.7% |
| All | +96.2% | +14.9% | +81.3% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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