+286.7%
SMH vs ROL
+1.0%
+285.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.2% |
| 7D | +5.2% | -3.4% | +8.7% | +5.3% |
| 30D | -1.5% | -6.9% | +5.4% | -1.4% |
| 3M | -4.1% | -24.6% | +20.5% | -3.0% |
| 6M | +50.8% | -39.5% | +90.3% | +56.4% |
| YTD | +59.3% | -41.1% | +100.4% | +65.8% |
| 1Y | +94.1% | -37.9% | +132.0% | +100.2% |
| 3Y | +286.7% | +0.8% | +285.9% | +264.8% |
| All | +286.7% | +1.0% | +285.7% | +264.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling