+286.7%
SMH vs COO
-23.3%
+310.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.7% |
| 7D | +5.2% | -2.3% | +7.5% | +5.6% |
| 30D | -1.5% | -8.8% | +7.3% | 0.0% |
| 3M | -4.1% | +1.3% | -5.4% | -5.0% |
| 6M | +50.8% | -11.6% | +62.3% | +55.0% |
| YTD | +59.3% | -17.4% | +76.7% | +66.9% |
| 1Y | +94.1% | -1.6% | +95.7% | +93.0% |
| 3Y | +286.7% | -22.6% | +309.4% | +293.2% |
| All | +286.7% | -23.3% | +310.0% | +293.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling