+1,253.2%
SMH vs ROL
+6,581.8%
-5,328.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +2.5% | -1.4% | +3.9% | +3.2% |
| 30D | -0.5% | -4.1% | +3.6% | +1.2% |
| 3M | -9.6% | -22.5% | +12.9% | +0.2% |
| 6M | +42.1% | -37.7% | +79.7% | +73.6% |
| YTD | +57.4% | -39.6% | +97.0% | +94.1% |
| 1Y | +96.2% | -36.0% | +132.2% | +133.4% |
| 3Y | +267.9% | -5.1% | +273.1% | +252.3% |
| 5Y | +327.7% | -3.4% | +331.0% | +293.8% |
| 10Y | +1,764.6% | +215.2% | +1,549.4% | +810.7% |
| All | +1,253.2% | +6,581.8% | -5,328.6% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling