+1,475.7%
SMH vs COO
+41.1%
+1,434.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.3% |
| 7D | +4.9% | +0.5% | +4.4% | +4.7% |
| 30D | -13.8% | +14.2% | -28.0% | -19.2% |
| 3M | -17.4% | -18.2% | +0.8% | -10.8% |
| 6M | -15.0% | +5.3% | -20.3% | -20.2% |
| YTD | +35.2% | -23.6% | +58.7% | +48.8% |
| 1Y | +41.6% | -12.7% | +54.3% | +45.0% |
| 3Y | +215.6% | -24.2% | +239.8% | +227.2% |
| 5Y | +233.2% | -40.0% | +273.2% | +289.5% |
| All | +1,475.7% | +41.1% | +1,434.6% | +1,088.7% |
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