+338.0%
SMH vs COR
+180.2%
+157.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +4.3% | -3.9% | +8.2% | +4.2% |
| 30D | +0.9% | -0.3% | +1.2% | +0.9% |
| 3M | -2.8% | +15.9% | -18.7% | -2.9% |
| 6M | +45.6% | -10.3% | +55.9% | +48.4% |
| YTD | +59.5% | -3.7% | +63.2% | +61.6% |
| 1Y | +93.4% | +9.1% | +84.4% | +93.5% |
| 3Y | +287.1% | +86.6% | +200.5% | +237.7% |
| 5Y | +338.0% | +180.9% | +157.1% | +232.5% |
| All | +338.0% | +180.2% | +157.8% | +232.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling