+4,263.8%
SMH vs COPX
+179.8%
+4,084.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.0% | +4.6% | +0.8% |
| 7D | +1.4% | -2.9% | +4.3% | +2.6% |
| 30D | -2.2% | 0.0% | -2.2% | -2.5% |
| 3M | -1.9% | +14.8% | -16.7% | -8.2% |
| 6M | +41.0% | +7.0% | +34.0% | +35.5% |
| YTD | +55.6% | +23.8% | +31.7% | +38.5% |
| 1Y | +86.8% | +75.7% | +11.1% | +41.7% |
| 3Y | +277.7% | +156.4% | +121.3% | +136.2% |
| 5Y | +324.2% | +167.6% | +156.6% | +155.0% |
| 10Y | +1,828.6% | +569.1% | +1,259.5% | +646.6% |
| All | +4,263.8% | +179.8% | +4,084.0% | +2,091.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling