+1,269.2%
SMH vs ROST
+12,454.0%
-11,184.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | -1.5% | -10.2% | +8.6% | +2.6% |
| 3M | -4.1% | +1.0% | -5.1% | -5.1% |
| 6M | +50.8% | +8.7% | +42.0% | +44.2% |
| YTD | +59.3% | +27.8% | +31.5% | +42.4% |
| 1Y | +94.1% | +52.7% | +41.4% | +60.9% |
| 3Y | +286.7% | +97.5% | +189.2% | +186.0% |
| 5Y | +339.4% | +111.6% | +227.8% | +207.9% |
| 10Y | +1,803.3% | +302.2% | +1,501.1% | +868.3% |
| All | +1,269.2% | +12,454.0% | -11,184.8% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling