+1,269.2%
SMH vs COP
+1,382.9%
-113.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +5.2% | -0.8% | +6.1% | +5.5% |
| 30D | -1.5% | +15.6% | -17.1% | -6.5% |
| 3M | -4.1% | +14.3% | -18.4% | -9.3% |
| 6M | +50.8% | +17.0% | +33.8% | +40.0% |
| YTD | +59.3% | +47.4% | +11.9% | +35.6% |
| 1Y | +94.1% | +52.4% | +41.7% | +62.5% |
| 3Y | +286.7% | +20.8% | +265.9% | +244.5% |
| 5Y | +339.4% | +191.7% | +147.7% | +170.0% |
| 10Y | +1,803.3% | +325.1% | +1,478.2% | +789.6% |
| All | +1,269.2% | +1,382.9% | -113.6% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling