+1,789.8%
SMH vs COO
+17.5%
+1,772.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -14.7% | +12.2% | +4.2% |
| 7D | +1.4% | -23.3% | +24.7% | +13.5% |
| 30D | -2.2% | -29.5% | +27.3% | +13.6% |
| 3M | -1.9% | -20.0% | +18.1% | +6.5% |
| 6M | +41.0% | -27.2% | +68.2% | +59.1% |
| YTD | +55.6% | -33.9% | +89.5% | +84.1% |
| 1Y | +86.8% | -19.9% | +106.8% | +98.6% |
| 3Y | +277.7% | -38.1% | +315.7% | +334.5% |
| 5Y | +324.2% | -52.0% | +376.1% | +454.9% |
| All | +1,789.8% | +17.5% | +1,772.2% | +1,476.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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