+1,789.8%
SMH vs COR
+405.5%
+1,384.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | +1.4% | -4.8% | +6.2% | +2.4% |
| 30D | -2.2% | -3.7% | +1.5% | -1.6% |
| 3M | -1.9% | +14.3% | -16.2% | -5.4% |
| 6M | +41.0% | -8.5% | +49.5% | +42.7% |
| YTD | +55.6% | -4.4% | +60.0% | +55.3% |
| 1Y | +86.8% | +9.1% | +77.7% | +79.3% |
| 3Y | +277.7% | +85.2% | +192.5% | +201.3% |
| 5Y | +324.2% | +180.7% | +143.5% | +191.2% |
| All | +1,789.8% | +405.5% | +1,384.3% | +1,009.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling