+324.2%
SMH vs ROK
+44.8%
+279.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.8% |
| 7D | +1.4% | -1.6% | +3.0% | +2.4% |
| 30D | -2.2% | -5.4% | +3.2% | +1.2% |
| 3M | -1.9% | -4.0% | +2.1% | +0.5% |
| 6M | +41.0% | +13.3% | +27.7% | +30.6% |
| YTD | +55.6% | +9.3% | +46.2% | +46.4% |
| 1Y | +86.8% | +25.8% | +61.0% | +61.5% |
| 3Y | +277.7% | +49.1% | +228.5% | +180.9% |
| 5Y | +324.2% | +45.9% | +278.3% | +211.8% |
| All | +324.2% | +44.8% | +279.4% | +211.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling