+1,270.6%
SMH vs RSG
+3,234.5%
-1,963.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +0.9% | +3.7% | -2.8% | -0.8% |
| 3M | -2.8% | +6.2% | -9.0% | -6.4% |
| 6M | +45.6% | -2.8% | +48.4% | +44.8% |
| YTD | +59.5% | +5.9% | +53.6% | +52.2% |
| 1Y | +93.4% | -1.8% | +95.2% | +90.0% |
| 3Y | +287.1% | +57.5% | +229.6% | +200.8% |
| 5Y | +338.0% | +91.1% | +247.0% | +208.5% |
| 10Y | +1,876.8% | +428.1% | +1,448.7% | +783.3% |
| All | +1,270.6% | +3,234.5% | -1,963.9% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling