+87.6%
SMH vs COP
+52.6%
+35.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.5% |
| 7D | +0.3% | +2.3% | -2.0% | +0.9% |
| 30D | -2.8% | +8.6% | -11.4% | -0.6% |
| 3M | -6.7% | +19.9% | -26.6% | -1.3% |
| 6M | +41.8% | +19.0% | +22.7% | +47.5% |
| YTD | +57.9% | +50.0% | +7.9% | +61.3% |
| 1Y | +87.6% | +50.5% | +37.1% | +90.9% |
| All | +87.6% | +52.6% | +35.0% | +90.9% |
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