+225.3%
SMH vs COR
+80.8%
+144.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.1% |
| 7D | +12.1% | +2.9% | +9.2% | +12.6% |
| 30D | -14.7% | +5.8% | -20.5% | -13.6% |
| 3M | -14.2% | +11.4% | -25.6% | -12.1% |
| 6M | -10.6% | +34.5% | -45.1% | -5.2% |
| YTD | +39.3% | +4.1% | +35.3% | +45.1% |
| 1Y | +41.6% | -3.1% | +44.7% | +45.5% |
| All | +225.3% | +80.8% | +144.5% | +296.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling