+96.2%
SMH vs COPX
+84.7%
+11.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.3% | +2.9% |
| 7D | +2.5% | -4.0% | +6.5% | +4.7% |
| 30D | -0.5% | +4.5% | -5.0% | -3.1% |
| 3M | -9.6% | +0.8% | -10.5% | -10.9% |
| 6M | +42.1% | +3.2% | +38.9% | +36.6% |
| YTD | +57.4% | +26.7% | +30.7% | +34.4% |
| 1Y | +96.2% | +85.7% | +10.5% | +54.3% |
| All | +96.2% | +84.7% | +11.5% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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