+41.6%
SMH vs ROP
+6.9%
+34.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -2.8% |
| 7D | +4.9% | +0.7% | +4.2% | +5.3% |
| 30D | -13.8% | +28.8% | -42.6% | -2.4% |
| 3M | -17.4% | +21.1% | -38.4% | -8.7% |
| 6M | -15.0% | +52.5% | -67.5% | +1.8% |
| YTD | +35.2% | +8.9% | +26.3% | +51.2% |
| 1Y | +41.6% | +8.2% | +33.4% | +58.7% |
| All | +41.6% | +6.9% | +34.7% | +58.7% |
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