+327.2%
SMH vs RVMD
+576.1%
-248.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.3% | -3.0% | +3.2% | +0.8% |
| 30D | -2.8% | -0.7% | -2.1% | -2.7% |
| 3M | -6.7% | +36.5% | -43.3% | -11.6% |
| 6M | +41.8% | +104.6% | -62.8% | +23.5% |
| YTD | +57.9% | +155.8% | -98.0% | +30.3% |
| 1Y | +87.6% | +340.7% | -253.0% | +39.2% |
| 3Y | +282.9% | +519.9% | -237.0% | +155.9% |
| All | +327.2% | +576.1% | -248.9% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling