+86.8%
SMH vs ROP
-24.5%
+111.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -2.6% |
| 7D | +1.4% | -8.0% | +9.4% | -1.7% |
| 30D | -2.2% | -2.7% | +0.5% | -3.1% |
| 3M | -1.9% | +16.6% | -18.5% | +3.4% |
| 6M | +41.0% | +10.4% | +30.6% | +47.8% |
| YTD | +55.6% | -12.1% | +67.7% | +61.4% |
| 1Y | +86.8% | -23.6% | +110.4% | +96.5% |
| All | +86.8% | -24.5% | +111.4% | +96.5% |
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