+357.9%
SMH vs ROIV
+287.3%
+70.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.6% | +0.5% | +4.3% |
| 7D | -4.1% | +13.3% | -17.4% | -6.0% |
| 30D | -19.2% | +14.8% | -34.0% | -21.0% |
| 3M | -16.4% | +11.9% | -28.3% | -18.2% |
| 6M | -14.0% | +42.4% | -56.4% | -19.0% |
| YTD | +35.3% | +87.4% | -52.1% | +21.8% |
| 1Y | +40.4% | +97.2% | -56.8% | +25.3% |
| 3Y | +226.8% | +375.7% | -148.8% | +156.5% |
| 5Y | +232.3% | +379.0% | -146.7% | +132.5% |
| All | +357.9% | +287.3% | +70.6% | +249.2% |
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