+1,253.2%
SMH vs RY
+4,070.7%
-2,817.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.1% |
| 7D | +2.5% | +3.1% | -0.6% | +0.5% |
| 30D | -0.5% | -0.3% | -0.2% | -0.3% |
| 3M | -9.6% | +8.7% | -18.3% | -14.3% |
| 6M | +42.1% | +28.5% | +13.5% | +21.3% |
| YTD | +57.4% | +25.1% | +32.3% | +36.7% |
| 1Y | +96.2% | +46.3% | +49.9% | +54.4% |
| 3Y | +267.9% | +154.9% | +113.0% | +103.5% |
| 5Y | +327.7% | +140.3% | +187.4% | +147.2% |
| 10Y | +1,764.6% | +377.0% | +1,387.6% | +614.5% |
| All | +1,253.2% | +4,070.7% | -2,817.5% | +21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling