+4,362.6%
SMH vs RSP
+1,154.1%
+3,208.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.1% |
| 7D | +12.1% | +1.8% | +10.3% | +10.0% |
| 30D | -14.7% | +3.5% | -18.2% | -17.7% |
| 3M | -14.2% | +0.2% | -14.4% | -14.3% |
| 6M | -10.6% | +9.1% | -19.7% | -18.5% |
| YTD | +39.3% | +16.6% | +22.7% | +18.7% |
| 1Y | +41.6% | +17.9% | +23.6% | +19.2% |
| 3Y | +223.4% | +64.6% | +158.7% | +94.2% |
| 5Y | +243.5% | +48.4% | +195.1% | +137.8% |
| 10Y | +1,506.6% | +212.9% | +1,293.7% | +431.4% |
| All | +4,362.6% | +1,154.1% | +3,208.5% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling