+1,817.6%
SMH vs ROK
+357.9%
+1,459.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.5% |
| 7D | +0.3% | -1.2% | +1.5% | +1.0% |
| 30D | -2.8% | -4.8% | +2.0% | +0.1% |
| 3M | -6.7% | -6.1% | -0.6% | -3.3% |
| 6M | +41.8% | +15.5% | +26.3% | +30.2% |
| YTD | +57.9% | +11.2% | +46.7% | +47.5% |
| 1Y | +87.6% | +23.8% | +63.8% | +64.6% |
| 3Y | +282.9% | +53.1% | +229.8% | +185.3% |
| 5Y | +330.4% | +48.3% | +282.1% | +219.3% |
| All | +1,817.6% | +357.9% | +1,459.7% | +733.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling