+233.7%
SMH vs COP
+133.8%
+99.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.3% |
| 7D | +4.9% | +4.4% | +0.5% | +4.1% |
| 30D | -13.8% | 0.0% | -13.8% | -13.9% |
| 3M | -17.4% | +15.0% | -32.4% | -19.8% |
| 6M | -15.0% | +22.0% | -37.0% | -18.7% |
| YTD | +35.2% | +55.3% | -20.2% | +19.9% |
| 1Y | +41.6% | +64.1% | -22.5% | +23.4% |
| 3Y | +215.6% | +34.1% | +181.6% | +183.9% |
| All | +233.7% | +133.8% | +99.9% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling