+43.4%
SMH vs COR
+5.5%
+37.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.0% | -6.7% | -1.7% |
| 7D | -11.2% | +9.1% | -20.3% | -9.1% |
| 30D | -20.4% | +12.4% | -32.9% | -18.1% |
| 3M | -12.4% | +15.8% | -28.2% | -9.2% |
| 6M | -0.5% | +17.1% | -17.6% | +4.6% |
| YTD | +40.0% | +5.4% | +34.6% | +53.1% |
| 1Y | +43.4% | +3.5% | +39.9% | +56.5% |
| All | +43.4% | +5.5% | +37.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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