+1,817.6%
SMH vs COST
+611.6%
+1,206.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +0.3% | -1.2% | +1.5% | +1.0% |
| 30D | -2.8% | -4.7% | +1.9% | -0.3% |
| 3M | -6.7% | -7.1% | +0.4% | -3.7% |
| 6M | +41.8% | -8.5% | +50.3% | +46.3% |
| YTD | +57.9% | +5.4% | +52.5% | +47.5% |
| 1Y | +87.6% | -5.6% | +93.3% | +87.8% |
| 3Y | +282.9% | +68.5% | +214.5% | +151.2% |
| 5Y | +330.4% | +105.2% | +225.2% | +145.0% |
| All | +1,817.6% | +611.6% | +1,206.0% | +536.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling