+1,269.2%
SMH vs CVX
+1,132.6%
+136.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | +5.2% | -0.6% | +5.8% | +5.5% |
| 30D | -1.5% | +13.4% | -15.0% | -7.2% |
| 3M | -4.1% | +11.8% | -15.9% | -9.8% |
| 6M | +50.8% | +12.4% | +38.3% | +39.9% |
| YTD | +59.3% | +41.5% | +17.8% | +32.0% |
| 1Y | +94.1% | +41.6% | +52.5% | +60.3% |
| 3Y | +286.7% | +42.2% | +244.5% | +213.0% |
| 5Y | +339.4% | +166.0% | +173.5% | +154.1% |
| 10Y | +1,803.3% | +207.2% | +1,596.1% | +849.2% |
| All | +1,269.2% | +1,132.6% | +136.6% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling