+1,061.7%
SMH vs RTX
+1,693.2%
-631.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | +4.9% | +4.8% | +0.1% | +2.3% |
| 30D | -13.8% | +6.5% | -20.3% | -16.9% |
| 3M | -17.4% | -9.6% | -7.7% | -13.1% |
| 6M | -15.0% | +12.3% | -27.3% | -21.9% |
| YTD | +35.2% | +9.5% | +25.7% | +25.1% |
| 1Y | +41.6% | +15.8% | +25.8% | +26.8% |
| 3Y | +215.6% | +157.0% | +58.6% | +72.6% |
| 5Y | +233.2% | +148.8% | +84.4% | +81.2% |
| 10Y | +1,458.7% | +264.0% | +1,194.6% | +513.8% |
| All | +1,061.7% | +1,693.2% | -631.6% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling