+1,061.7%
SMH vs ROST
+12,608.3%
-11,546.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -2.0% |
| 7D | +4.9% | +0.3% | +4.7% | +4.9% |
| 30D | -13.8% | +0.5% | -14.3% | -14.1% |
| 3M | -17.4% | -5.2% | -12.1% | -15.9% |
| 6M | -15.0% | +9.8% | -24.8% | -19.1% |
| YTD | +35.2% | +29.4% | +5.8% | +19.9% |
| 1Y | +41.6% | +44.4% | -2.8% | +19.9% |
| 3Y | +215.6% | +95.0% | +120.6% | +134.2% |
| 5Y | +233.2% | +111.9% | +121.4% | +133.2% |
| 10Y | +1,458.7% | +301.2% | +1,157.4% | +691.7% |
| All | +1,061.7% | +12,608.3% | -11,546.6% | +39.0% |
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