+1,253.2%
SMH vs ROP
+2,654.5%
-1,401.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.6% | +6.2% | +4.7% |
| 7D | +2.5% | -4.4% | +7.0% | +5.1% |
| 30D | -0.5% | +3.2% | -3.7% | -2.6% |
| 3M | -9.6% | +23.1% | -32.7% | -22.0% |
| 6M | +42.1% | +13.3% | +28.8% | +27.2% |
| YTD | +57.4% | -7.9% | +65.3% | +57.6% |
| 1Y | +96.2% | -22.1% | +118.3% | +116.2% |
| 3Y | +267.9% | -16.8% | +284.7% | +289.1% |
| 5Y | +327.7% | -13.5% | +341.2% | +343.1% |
| 10Y | +1,764.6% | +137.7% | +1,627.0% | +950.0% |
| All | +1,253.2% | +2,654.5% | -1,401.3% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling