+334.8%
SMH vs COP
+188.0%
+146.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +4.3% | -0.5% | +4.8% | +4.4% |
| 30D | +0.9% | +11.7% | -10.9% | -1.3% |
| 3M | -2.8% | +17.7% | -20.5% | -6.1% |
| 6M | +45.6% | +18.3% | +27.3% | +39.3% |
| YTD | +59.5% | +49.1% | +10.4% | +43.1% |
| 1Y | +93.4% | +53.3% | +40.1% | +71.7% |
| 3Y | +287.1% | +22.2% | +264.9% | +255.8% |
| All | +334.8% | +188.0% | +146.8% | +232.6% |
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