+327.2%
SMH vs RSG
+89.9%
+237.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -2.8% | +4.0% | -6.7% | -3.3% |
| 3M | -6.7% | +7.4% | -14.1% | -8.3% |
| 6M | +41.8% | +0.1% | +41.7% | +41.8% |
| YTD | +57.9% | +6.0% | +51.8% | +54.4% |
| 1Y | +87.6% | -3.0% | +90.6% | +89.5% |
| 3Y | +282.9% | +56.5% | +226.4% | +200.1% |
| All | +327.2% | +89.9% | +237.3% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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