+1,061.7%
SMH vs RVTY
+558.4%
+503.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.3% |
| 7D | +4.9% | -0.5% | +5.4% | +5.2% |
| 30D | -13.8% | +1.5% | -15.3% | -14.2% |
| 3M | -17.4% | +31.5% | -48.8% | -26.9% |
| 6M | -15.0% | +62.7% | -77.6% | -32.0% |
| YTD | +35.2% | +60.0% | -24.8% | +7.6% |
| 1Y | +41.6% | +65.7% | -24.1% | +10.7% |
| 3Y | +215.6% | +85.2% | +130.4% | +127.1% |
| 5Y | +233.2% | -14.9% | +248.1% | +231.1% |
| 10Y | +1,458.7% | +211.9% | +1,246.8% | +788.4% |
| All | +1,061.7% | +558.4% | +503.3% | +311.8% |
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