+43.4%
SMH vs RSP
+21.9%
+21.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -5.2% |
| 7D | -11.2% | +2.7% | -13.9% | -14.5% |
| 30D | -20.4% | +5.8% | -26.2% | -26.8% |
| 3M | -12.4% | +1.8% | -14.2% | -14.6% |
| 6M | -0.5% | +11.6% | -12.1% | -16.6% |
| YTD | +40.0% | +18.0% | +22.0% | +7.9% |
| 1Y | +43.4% | +21.8% | +21.6% | +6.5% |
| All | +43.4% | +21.9% | +21.5% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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