+43.4%
SMH vs ROK
+25.3%
+18.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.3% |
| 7D | -11.2% | 0.0% | -11.2% | -11.1% |
| 30D | -20.4% | -2.5% | -18.0% | -18.9% |
| 3M | -12.4% | 0.0% | -12.4% | -12.3% |
| 6M | -0.5% | +11.6% | -12.1% | -6.0% |
| YTD | +40.0% | +15.2% | +24.8% | +25.3% |
| 1Y | +43.4% | +25.0% | +18.4% | +22.4% |
| All | +43.4% | +25.3% | +18.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling