+327.2%
SMH vs CVX
+169.1%
+158.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +0.3% | +2.6% | -2.3% | -0.3% |
| 30D | -2.8% | +9.8% | -12.6% | -4.8% |
| 3M | -6.7% | +16.2% | -22.9% | -10.0% |
| 6M | +41.8% | +13.6% | +28.2% | +36.4% |
| YTD | +57.9% | +44.4% | +13.5% | +39.6% |
| 1Y | +87.6% | +40.6% | +47.0% | +67.1% |
| 3Y | +282.9% | +48.2% | +234.7% | +230.8% |
| All | +327.2% | +169.1% | +158.1% | +218.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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