+1,270.6%
SMH vs RRX
+1,379.1%
-108.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.3% |
| 7D | +4.3% | -0.7% | +5.0% | +4.7% |
| 30D | +0.9% | -8.0% | +8.8% | +5.0% |
| 3M | -2.8% | -25.1% | +22.2% | +11.0% |
| 6M | +45.6% | -18.3% | +63.9% | +58.1% |
| YTD | +59.5% | +14.2% | +45.3% | +44.9% |
| 1Y | +93.4% | +13.0% | +80.4% | +75.2% |
| 3Y | +287.1% | +4.2% | +282.9% | +243.4% |
| 5Y | +338.0% | +17.9% | +320.2% | +257.9% |
| 10Y | +1,876.8% | +220.4% | +1,656.4% | +826.0% |
| All | +1,270.6% | +1,379.1% | -108.5% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling