+687.6%
SMH vs RVMD
+636.2%
+51.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +4.3% | -0.7% | +5.1% | +4.5% |
| 30D | +0.9% | +0.3% | +0.5% | +0.7% |
| 3M | -2.8% | +38.9% | -41.7% | -8.3% |
| 6M | +45.6% | +108.1% | -62.5% | +25.8% |
| YTD | +59.5% | +160.7% | -101.3% | +30.5% |
| 1Y | +93.4% | +407.3% | -313.8% | +38.8% |
| 3Y | +287.1% | +546.6% | -259.5% | +154.0% |
| 5Y | +338.0% | +579.8% | -241.8% | +162.1% |
| All | +687.6% | +636.2% | +51.5% | +317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling