+282.9%
SMH vs COPX
+149.4%
+133.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.3% | -2.3% | +2.6% | +1.3% |
| 30D | -2.8% | +0.3% | -3.0% | -3.3% |
| 3M | -6.7% | +6.8% | -13.5% | -10.5% |
| 6M | +41.8% | +7.9% | +33.8% | +34.5% |
| YTD | +57.9% | +23.7% | +34.1% | +37.6% |
| 1Y | +87.6% | +71.5% | +16.1% | +37.6% |
| 3Y | +282.9% | +149.1% | +133.8% | +125.8% |
| All | +282.9% | +149.4% | +133.6% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling