+338.0%
SMH vs ROP
-16.4%
+354.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 7D | +4.3% | -6.1% | +10.4% | +7.1% |
| 30D | +0.9% | -3.4% | +4.2% | +2.1% |
| 3M | -2.8% | +16.7% | -19.5% | -12.4% |
| 6M | +45.6% | +8.1% | +37.6% | +36.3% |
| YTD | +59.5% | -11.7% | +71.1% | +70.8% |
| 1Y | +93.4% | -24.2% | +117.7% | +132.6% |
| 3Y | +287.1% | -19.0% | +306.1% | +332.7% |
| 5Y | +338.0% | -15.9% | +353.9% | +348.7% |
| All | +338.0% | -16.4% | +354.5% | +348.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling