+1,475.7%
SMH vs ROP
+185.2%
+1,290.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.2% |
| 7D | +4.9% | +0.7% | +4.2% | +4.5% |
| 30D | -13.8% | +28.8% | -42.6% | -25.9% |
| 3M | -17.4% | +21.1% | -38.4% | -27.0% |
| 6M | -15.0% | +52.5% | -67.5% | -36.8% |
| YTD | +35.2% | +8.9% | +26.3% | +23.6% |
| 1Y | +41.6% | +8.2% | +33.4% | +29.8% |
| 3Y | +215.6% | -5.2% | +220.8% | +215.1% |
| 5Y | +233.2% | +1.7% | +231.5% | +214.2% |
| All | +1,475.7% | +185.2% | +1,290.5% | +707.3% |
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