+96.2%
SMH vs COP
+46.5%
+49.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +2.3% |
| 7D | +2.5% | +3.0% | -0.5% | +3.3% |
| 30D | -0.5% | +17.5% | -18.0% | +3.8% |
| 3M | -9.6% | +13.4% | -23.0% | -5.6% |
| 6M | +42.1% | +17.7% | +24.3% | +46.9% |
| YTD | +57.4% | +46.6% | +10.9% | +60.5% |
| 1Y | +96.2% | +44.6% | +51.6% | +98.7% |
| All | +96.2% | +46.5% | +49.7% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling