+41.6%
SMH vs ROL
-31.8%
+73.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.5% | -2.2% |
| 7D | +4.9% | +3.0% | +1.9% | +5.8% |
| 30D | -13.8% | +19.8% | -33.6% | -9.0% |
| 3M | -17.4% | +7.9% | -25.3% | -14.5% |
| 6M | -15.0% | -25.6% | +10.7% | -14.5% |
| YTD | +35.2% | -34.1% | +69.3% | +40.1% |
| 1Y | +41.6% | -31.4% | +73.0% | +48.1% |
| All | +41.6% | -31.8% | +73.4% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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