+339.4%
SMH vs RSP
+51.6%
+287.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +2.7% |
| 7D | +5.2% | -0.4% | +5.6% | +5.8% |
| 30D | -1.5% | -1.5% | 0.0% | +0.6% |
| 3M | -4.1% | +4.8% | -8.9% | -10.8% |
| 6M | +50.8% | +10.3% | +40.5% | +30.6% |
| YTD | +59.3% | +14.1% | +45.2% | +31.4% |
| 1Y | +94.1% | +17.0% | +77.1% | +54.3% |
| 3Y | +286.7% | +54.2% | +232.5% | +107.3% |
| 5Y | +339.4% | +51.5% | +287.9% | +154.0% |
| All | +339.4% | +51.6% | +287.8% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling