+1,269.2%
SMH vs COST
+3,895.3%
-2,626.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | +5.2% | -3.2% | +8.4% | +7.1% |
| 30D | -1.5% | -4.0% | +2.4% | +0.5% |
| 3M | -4.1% | -6.5% | +2.4% | -1.6% |
| 6M | +50.8% | -8.5% | +59.3% | +55.5% |
| YTD | +59.3% | +6.0% | +53.3% | +50.0% |
| 1Y | +94.1% | -5.8% | +99.9% | +94.9% |
| 3Y | +286.7% | +71.8% | +214.9% | +168.8% |
| 5Y | +339.4% | +106.2% | +233.2% | +173.6% |
| 10Y | +1,803.3% | +602.0% | +1,201.2% | +487.5% |
| All | +1,269.2% | +3,895.3% | -2,626.1% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling