+1,817.6%
SMH vs ROP
+135.6%
+1,682.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | -4.6% | +4.9% | +2.9% |
| 30D | -2.8% | -1.7% | -1.1% | -2.2% |
| 3M | -6.7% | +17.1% | -23.8% | -17.7% |
| 6M | +41.8% | +10.9% | +30.9% | +28.0% |
| YTD | +57.9% | -12.1% | +70.0% | +64.9% |
| 1Y | +87.6% | -24.2% | +111.9% | +116.8% |
| 3Y | +282.9% | -20.4% | +303.3% | +324.3% |
| 5Y | +330.4% | -15.4% | +345.8% | +354.2% |
| All | +1,817.6% | +135.6% | +1,682.0% | +1,046.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling