+1,054.2%
SMH vs COO
+1,385.2%
-331.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -6.7% | +4.5% | -11.2% | -8.1% |
| 30D | -19.8% | +16.9% | -36.8% | -24.0% |
| 3M | -15.1% | -16.7% | +1.6% | -10.9% |
| 6M | -14.6% | +5.9% | -20.6% | -18.1% |
| YTD | +34.3% | -22.4% | +56.7% | +42.5% |
| 1Y | +35.2% | -10.1% | +45.3% | +36.4% |
| 3Y | +211.7% | -22.8% | +234.5% | +221.8% |
| 5Y | +240.5% | -41.4% | +281.9% | +283.0% |
| 10Y | +1,487.3% | +41.3% | +1,446.1% | +1,282.4% |
| All | +1,054.2% | +1,385.2% | -331.0% | +449.6% |
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