+1,253.2%
SMH vs RVTY
+455.1%
+798.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +2.5% | +1.1% | +1.4% | +2.0% |
| 30D | -0.5% | +13.2% | -13.7% | -5.8% |
| 3M | -9.6% | +27.2% | -36.9% | -19.1% |
| 6M | +42.1% | +32.4% | +9.7% | +24.0% |
| YTD | +57.4% | +34.9% | +22.6% | +35.5% |
| 1Y | +96.2% | +52.4% | +43.9% | +59.2% |
| 3Y | +267.9% | +12.3% | +255.6% | +227.6% |
| 5Y | +327.7% | -30.8% | +358.5% | +365.8% |
| 10Y | +1,764.6% | +150.7% | +1,614.0% | +1,069.6% |
| All | +1,253.2% | +455.1% | +798.2% | +418.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling