+1,253.2%
SMH vs RTX
+1,713.2%
-460.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.0% |
| 7D | +2.5% | -5.2% | +7.7% | +5.5% |
| 30D | -0.5% | -9.4% | +8.9% | +4.9% |
| 3M | -9.6% | +12.3% | -21.9% | -16.5% |
| 6M | +42.1% | -3.1% | +45.2% | +41.9% |
| YTD | +57.4% | +10.7% | +46.8% | +45.4% |
| 1Y | +96.2% | +28.4% | +67.8% | +65.4% |
| 3Y | +267.9% | +147.1% | +120.9% | +105.3% |
| 5Y | +327.7% | +167.2% | +160.4% | +123.2% |
| 10Y | +1,764.6% | +274.7% | +1,489.9% | +622.8% |
| All | +1,253.2% | +1,713.2% | -460.0% | +118.7% |
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