+87.6%
SMH vs ROST
+55.6%
+32.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.9% | +0.9% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | -2.8% | -6.9% | +4.1% | -1.2% |
| 3M | -6.7% | -3.3% | -3.4% | -6.1% |
| 6M | +41.8% | +9.0% | +32.7% | +35.1% |
| YTD | +57.9% | +28.9% | +29.0% | +41.6% |
| 1Y | +87.6% | +54.0% | +33.7% | +54.5% |
| All | +87.6% | +55.6% | +32.1% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling