+339.4%
SMH vs ROIV
+316.9%
+22.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +18.8% | -17.6% | -1.8% |
| 7D | +5.2% | +20.2% | -14.9% | +2.0% |
| 30D | -1.5% | +14.1% | -15.7% | -3.8% |
| 3M | -4.1% | +45.6% | -49.7% | -9.7% |
| 6M | +50.8% | +44.1% | +6.6% | +41.8% |
| YTD | +59.3% | +91.2% | -31.8% | +43.3% |
| 1Y | +94.1% | +221.3% | -127.2% | +61.4% |
| 3Y | +286.7% | +229.2% | +57.5% | +215.2% |
| 5Y | +339.4% | +316.5% | +23.0% | +204.4% |
| All | +339.4% | +316.9% | +22.5% | +204.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling