+43.4%
SMH vs COST
+12.8%
+30.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -1.0% |
| 7D | -11.2% | +6.6% | -17.8% | -7.3% |
| 30D | -20.4% | +13.5% | -33.9% | -14.0% |
| 3M | -12.4% | +10.6% | -23.0% | -6.5% |
| 6M | -0.5% | +3.6% | -4.1% | +4.9% |
| YTD | +40.0% | +22.1% | +18.0% | +47.6% |
| 1Y | +43.4% | +11.9% | +31.5% | +52.2% |
| All | +43.4% | +12.8% | +30.6% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 COST 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