+96.2%
SMH vs RVMD
+430.6%
-334.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +2.5% | +1.0% | +1.5% | +2.4% |
| 30D | -0.5% | +6.4% | -6.9% | -1.1% |
| 3M | -9.6% | +34.9% | -44.5% | -12.1% |
| 6M | +42.1% | +107.6% | -65.5% | +33.3% |
| YTD | +57.4% | +163.7% | -106.2% | +45.5% |
| 1Y | +96.2% | +439.2% | -343.0% | +66.5% |
| All | +96.2% | +430.6% | -334.4% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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