+96.2%
SMH vs COF
+0.3%
+95.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +2.5% | +1.8% | +0.7% | +2.0% |
| 30D | -0.5% | -0.6% | +0.1% | -0.4% |
| 3M | -9.6% | +20.3% | -29.9% | -14.9% |
| 6M | +42.1% | +13.0% | +29.1% | +35.5% |
| YTD | +57.4% | -8.3% | +65.8% | +58.0% |
| 1Y | +96.2% | -1.5% | +97.7% | +90.0% |
| All | +96.2% | +0.3% | +95.9% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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