-15.6%
SMH vs RY
+13.2%
-28.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.5% |
| 7D | -11.2% | -0.9% | -10.3% | -10.1% |
| 30D | -25.8% | +5.9% | -31.6% | -27.8% |
| 3M | -18.8% | -4.3% | -14.5% | -15.3% |
| 6M | -15.6% | +12.1% | -27.7% | -19.0% |
| All | -15.6% | +13.2% | -28.8% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 6mo: compounded portfolio wealth divided by compounded RY 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…
6mo analysis · Full analysis span regression · 6 months rolling