+93.4%
SMH vs RSP
+16.1%
+77.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +1.6% |
| 7D | +4.3% | -1.8% | +6.1% | +7.2% |
| 30D | +0.9% | -2.5% | +3.4% | +4.7% |
| 3M | -2.8% | +3.0% | -5.8% | -8.1% |
| 6M | +45.6% | +8.9% | +36.7% | +26.2% |
| YTD | +59.5% | +13.0% | +46.5% | +31.7% |
| 1Y | +93.4% | +16.2% | +77.2% | +55.9% |
| All | +93.4% | +16.1% | +77.4% | +55.9% |
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