+1,789.8%
SMH vs RSP
+209.2%
+1,580.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -1.6% |
| 7D | +1.4% | -3.1% | +4.5% | +5.5% |
| 30D | -2.2% | -3.4% | +1.2% | +2.0% |
| 3M | -1.9% | +3.6% | -5.5% | -6.3% |
| 6M | +41.0% | +9.0% | +32.0% | +27.1% |
| YTD | +55.6% | +12.2% | +43.4% | +35.4% |
| 1Y | +86.8% | +15.6% | +71.3% | +56.9% |
| 3Y | +277.7% | +51.6% | +226.0% | +131.8% |
| 5Y | +324.2% | +50.4% | +273.7% | +171.4% |
| All | +1,789.8% | +209.2% | +1,580.6% | +479.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling