+1,007.3%
SMH vs RY
+3,909.0%
-2,901.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.4% |
| 7D | -11.2% | -0.9% | -10.3% | -10.7% |
| 30D | -25.8% | +5.9% | -31.6% | -28.4% |
| 3M | -18.8% | -4.3% | -14.5% | -16.6% |
| 6M | -15.6% | +12.1% | -27.7% | -21.6% |
| YTD | +28.8% | +20.3% | +8.6% | +14.7% |
| 1Y | +32.6% | +41.0% | -8.4% | +6.7% |
| 3Y | +213.6% | +157.5% | +56.1% | +72.6% |
| 5Y | +222.4% | +123.2% | +99.3% | +95.1% |
| 10Y | +1,429.6% | +365.7% | +1,064.0% | +495.8% |
| All | +1,007.3% | +3,909.0% | -2,901.7% | +1.8% |
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