+335.9%
SMH vs ROIV
+270.3%
+65.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.2% | -2.5% | +2.6% |
| 7D | -11.2% | +5.3% | -16.5% | -11.9% |
| 30D | -25.8% | +11.9% | -37.7% | -27.1% |
| 3M | -18.8% | +10.7% | -29.5% | -20.4% |
| 6M | -15.6% | +34.9% | -50.5% | -19.9% |
| YTD | +28.8% | +79.2% | -50.3% | +16.8% |
| 1Y | +32.6% | +89.0% | -56.5% | +19.1% |
| 3Y | +213.6% | +337.3% | -123.7% | +148.9% |
| 5Y | +222.4% | +402.3% | -179.9% | +126.5% |
| All | +335.9% | +270.3% | +65.6% | +234.8% |
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 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