+96.2%
SMH vs COR
+12.8%
+83.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.2% |
| 7D | +2.5% | +2.8% | -0.3% | +3.2% |
| 30D | -0.5% | +4.5% | -5.0% | +0.6% |
| 3M | -9.6% | +22.7% | -32.3% | -6.4% |
| 6M | +42.1% | -9.7% | +51.8% | +49.8% |
| YTD | +57.4% | -1.4% | +58.9% | +67.2% |
| 1Y | +96.2% | +13.9% | +82.3% | +111.7% |
| All | +96.2% | +12.8% | +83.4% | +111.7% |
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