+43.4%
SMH vs RTX
+14.1%
+29.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.8% |
| 7D | -11.2% | +1.3% | -12.5% | -11.1% |
| 30D | -20.4% | +7.6% | -28.1% | -20.3% |
| 3M | -12.4% | -8.6% | -3.8% | -11.8% |
| 6M | -0.5% | +15.6% | -16.1% | -3.6% |
| YTD | +40.0% | +9.4% | +30.7% | +35.9% |
| 1Y | +43.4% | +14.7% | +28.7% | +36.8% |
| All | +43.4% | +14.1% | +29.3% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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