+327.2%
SMH vs ROST
+114.0%
+213.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.9% | +0.4% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | -2.8% | -6.9% | +4.1% | +0.2% |
| 3M | -6.7% | -3.3% | -3.4% | -6.0% |
| 6M | +41.8% | +9.0% | +32.7% | +34.2% |
| YTD | +57.9% | +28.9% | +29.0% | +37.5% |
| 1Y | +87.6% | +54.0% | +33.7% | +49.3% |
| 3Y | +282.9% | +100.7% | +182.2% | +164.1% |
| All | +327.2% | +114.0% | +213.2% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling