+1,817.6%
SMH vs COHR
+1,321.6%
+496.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | -0.1% |
| 7D | +0.3% | +8.3% | -8.1% | -2.8% |
| 30D | -2.8% | -14.1% | +11.3% | +2.0% |
| 3M | -6.7% | -16.0% | +9.3% | -3.4% |
| 6M | +41.8% | +21.5% | +20.3% | +25.1% |
| YTD | +57.9% | +65.4% | -7.6% | +21.6% |
| 1Y | +87.6% | +195.0% | -107.4% | +13.6% |
| 3Y | +282.9% | +830.2% | -547.2% | +37.2% |
| 5Y | +330.4% | +397.1% | -66.7% | +82.6% |
| All | +1,817.6% | +1,321.6% | +496.0% | +406.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 10y: compounded portfolio wealth divided by compounded COHR 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…
10y analysis · Full analysis span regression · 6 months rolling