+1,237.1%
SMH vs COF
+473.8%
+763.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -1.8% |
| 7D | +1.4% | -6.1% | +7.5% | +3.6% |
| 30D | -2.2% | -5.2% | +3.0% | -0.5% |
| 3M | -1.9% | +17.0% | -18.9% | -7.5% |
| 6M | +41.0% | +12.9% | +28.1% | +34.3% |
| YTD | +55.6% | -13.5% | +69.1% | +61.8% |
| 1Y | +86.8% | -5.9% | +92.7% | +88.1% |
| 3Y | +277.7% | +117.1% | +160.5% | +179.5% |
| 5Y | +324.2% | +45.4% | +278.8% | +255.0% |
| 10Y | +1,828.6% | +244.1% | +1,584.5% | +1,025.3% |
| All | +1,237.1% | +473.8% | +763.4% | +391.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling