-10.6%
SMH vs ROP
+45.0%
-55.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +12.1% | -2.7% | +14.7% | +10.1% |
| 30D | -14.7% | +29.7% | -44.4% | +3.1% |
| 3M | -14.2% | +21.2% | -35.4% | -0.8% |
| 6M | -10.6% | +48.3% | -58.9% | +21.0% |
| All | -10.6% | +45.0% | -55.6% | +21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling