+354.4%
SMH vs ROIV
+292.3%
+62.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -6.7% | +14.3% | -21.0% | -8.7% |
| 30D | -19.8% | +16.2% | -36.1% | -21.8% |
| 3M | -15.1% | +15.1% | -30.2% | -17.3% |
| 6M | -14.6% | +44.2% | -58.9% | -19.8% |
| YTD | +34.3% | +89.8% | -55.5% | +20.6% |
| 1Y | +35.2% | +94.6% | -59.4% | +20.8% |
| 3Y | +211.7% | +367.5% | -155.8% | +144.9% |
| 5Y | +240.5% | +421.4% | -180.9% | +137.0% |
| All | +354.4% | +292.3% | +62.1% | +245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling