+324.2%
SMH vs ROL
-4.5%
+328.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +1.4% | -3.2% | +4.6% | +2.0% |
| 30D | -2.2% | -6.6% | +4.4% | -1.1% |
| 3M | -1.9% | -27.3% | +25.4% | +4.0% |
| 6M | +41.0% | -38.1% | +79.1% | +55.1% |
| YTD | +55.6% | -41.8% | +97.3% | +73.2% |
| 1Y | +86.8% | -37.8% | +124.6% | +103.4% |
| 3Y | +277.7% | -0.3% | +278.0% | +247.8% |
| 5Y | +324.2% | -5.1% | +329.2% | +262.8% |
| All | +324.2% | -4.5% | +328.7% | +262.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling