+1,789.8%
SMH vs RVTY
+139.0%
+1,650.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -1.2% |
| 7D | +1.4% | -7.4% | +8.8% | +5.4% |
| 30D | -2.2% | +4.5% | -6.7% | -4.6% |
| 3M | -1.9% | +19.5% | -21.3% | -11.4% |
| 6M | +41.0% | +34.1% | +6.9% | +18.7% |
| YTD | +55.6% | +25.3% | +30.3% | +34.5% |
| 1Y | +86.8% | +47.0% | +39.8% | +47.0% |
| 3Y | +277.7% | +14.1% | +263.5% | +221.0% |
| 5Y | +324.2% | -34.6% | +358.7% | +398.9% |
| All | +1,789.8% | +139.0% | +1,650.8% | +906.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling