+1,789.8%
SMH vs COP
+344.8%
+1,444.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | +1.4% | +1.0% | +0.4% | +1.1% |
| 30D | -2.2% | +9.6% | -11.8% | -4.7% |
| 3M | -1.9% | +15.0% | -16.9% | -6.1% |
| 6M | +41.0% | +21.8% | +19.3% | +31.5% |
| YTD | +55.6% | +49.6% | +6.0% | +35.9% |
| 1Y | +86.8% | +49.9% | +37.0% | +62.5% |
| 3Y | +277.7% | +22.6% | +255.0% | +242.5% |
| 5Y | +324.2% | +193.6% | +130.5% | +183.9% |
| All | +1,789.8% | +344.8% | +1,444.9% | +1,026.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling