+1,109.9%
SMH vs COO
+1,370.2%
-260.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.1% |
| 7D | +0.5% | -2.3% | +2.8% | +1.3% |
| 30D | -14.2% | +13.3% | -27.5% | -17.8% |
| 3M | -11.5% | -18.1% | +6.6% | -6.8% |
| 6M | -12.0% | +6.7% | -18.7% | -15.8% |
| YTD | +40.8% | -23.2% | +64.0% | +49.9% |
| 1Y | +44.9% | -12.3% | +57.1% | +47.2% |
| 3Y | +226.7% | -23.6% | +250.3% | +238.3% |
| 5Y | +250.6% | -38.7% | +289.3% | +289.2% |
| 10Y | +1,523.4% | +42.2% | +1,481.2% | +1,312.1% |
| All | +1,109.9% | +1,370.2% | -260.3% | +477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling