+250.6%
SMH vs ROL
+14.4%
+236.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | +0.5% | +0.8% | -0.2% | +0.4% |
| 30D | -14.2% | +20.6% | -34.8% | -16.6% |
| 3M | -11.5% | +4.5% | -16.0% | -12.0% |
| 6M | -12.0% | -26.5% | +14.5% | -6.2% |
| YTD | +40.8% | -34.8% | +75.6% | +54.2% |
| 1Y | +44.9% | -33.2% | +78.0% | +57.4% |
| 3Y | +226.7% | +4.5% | +222.3% | +201.1% |
| 5Y | +250.6% | +15.5% | +235.0% | +186.0% |
| All | +250.6% | +14.4% | +236.1% | +186.0% |
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