+1,269.2%
SMH vs ROST
+12,478.3%
-11,209.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | -1.5% | -10.0% | +8.4% | +2.5% |
| 3M | -4.1% | +1.2% | -5.3% | -5.2% |
| 6M | +50.8% | +8.9% | +41.8% | +44.1% |
| YTD | +59.3% | +28.1% | +31.2% | +42.3% |
| 1Y | +94.1% | +53.0% | +41.1% | +60.8% |
| 3Y | +286.7% | +97.9% | +188.9% | +185.8% |
| 5Y | +339.4% | +112.0% | +227.4% | +207.7% |
| 10Y | +1,803.3% | +303.0% | +1,500.3% | +867.6% |
| All | +1,269.2% | +12,478.3% | -11,209.0% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROST 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling