+243.5%
SMH vs ROP
+2.3%
+241.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +12.1% | -2.7% | +14.7% | +13.0% |
| 30D | -14.7% | +29.7% | -44.4% | -23.3% |
| 3M | -14.2% | +21.2% | -35.4% | -21.0% |
| 6M | -10.6% | +48.3% | -58.9% | -27.8% |
| YTD | +39.3% | +8.4% | +30.9% | +37.2% |
| 1Y | +41.6% | +6.0% | +35.6% | +41.7% |
| 3Y | +223.4% | -5.6% | +229.0% | +248.0% |
| 5Y | +243.5% | +1.3% | +242.2% | +225.5% |
| All | +243.5% | +2.3% | +241.1% | +225.5% |
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 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