+338.0%
SMH vs COO
-44.2%
+382.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.2% | +6.3% | +2.4% |
| 7D | +4.3% | -9.0% | +13.3% | +7.9% |
| 30D | +0.9% | -16.8% | +17.7% | +7.9% |
| 3M | -2.8% | -7.5% | +4.7% | -1.0% |
| 6M | +45.6% | -16.3% | +61.9% | +54.4% |
| YTD | +59.5% | -22.5% | +82.0% | +75.1% |
| 1Y | +93.4% | -7.0% | +100.4% | +93.4% |
| 3Y | +287.1% | -27.5% | +314.6% | +310.5% |
| 5Y | +338.0% | -43.3% | +381.4% | +425.0% |
| All | +338.0% | -44.2% | +382.2% | +425.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling