+432.7%
SMH vs ROIV
+232.7%
+200.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | -0.5% | +1.0% | -1.4% | -0.7% |
| 3M | -9.6% | +18.3% | -27.9% | -11.9% |
| 6M | +42.1% | +18.3% | +23.7% | +38.1% |
| YTD | +57.4% | +61.0% | -3.5% | +45.7% |
| 1Y | +96.2% | +177.9% | -81.7% | +67.1% |
| 3Y | +267.9% | +199.1% | +68.9% | +205.2% |
| 5Y | +327.7% | +250.7% | +77.0% | +224.2% |
| All | +432.7% | +232.7% | +200.0% | +317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling