+96.2%
SMH vs ROP
-21.5%
+117.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +1.3% |
| 7D | +2.5% | -4.4% | +7.0% | +0.8% |
| 30D | -0.5% | +3.2% | -3.7% | +0.9% |
| 3M | -9.6% | +23.1% | -32.7% | -3.1% |
| 6M | +42.1% | +13.3% | +28.8% | +51.4% |
| YTD | +57.4% | -7.9% | +65.3% | +66.1% |
| 1Y | +96.2% | -22.1% | +118.3% | +109.9% |
| All | +96.2% | -21.5% | +117.7% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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