+1,253.2%
SMH vs COO
+1,525.8%
-272.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.1% |
| 7D | +2.5% | -2.2% | +4.7% | +3.2% |
| 30D | -0.5% | -7.0% | +6.5% | +1.7% |
| 3M | -9.6% | +12.2% | -21.8% | -13.9% |
| 6M | +42.1% | -15.1% | +57.2% | +48.0% |
| YTD | +57.4% | -15.1% | +72.5% | +63.9% |
| 1Y | +96.2% | +2.3% | +93.9% | +91.2% |
| 3Y | +267.9% | -23.7% | +291.6% | +284.9% |
| 5Y | +327.7% | -38.9% | +366.6% | +378.8% |
| 10Y | +1,764.6% | +49.9% | +1,714.7% | +1,505.6% |
| All | +1,253.2% | +1,525.8% | -272.6% | +532.1% |
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