+87.6%
SMH vs RTX
+29.4%
+58.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.3% | -1.5% | +1.8% | +0.3% |
| 30D | -2.8% | -11.0% | +8.2% | -2.3% |
| 3M | -6.7% | +7.7% | -14.4% | -8.0% |
| 6M | +41.8% | -3.9% | +45.7% | +44.0% |
| YTD | +57.9% | +9.0% | +48.9% | +55.5% |
| 1Y | +87.6% | +27.3% | +60.4% | +80.8% |
| All | +87.6% | +29.4% | +58.2% | +80.8% |
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