+43.4%
SMH vs OKE
+43.1%
+0.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +0.9% | -4.1% |
| 7D | -11.2% | -5.2% | -5.9% | -13.0% |
| 30D | -20.4% | +1.1% | -21.6% | -19.8% |
| 3M | -12.4% | +2.2% | -14.6% | -10.9% |
| 6M | -0.5% | 0.0% | -0.5% | +0.9% |
| YTD | +40.0% | +26.5% | +13.5% | +50.9% |
| 1Y | +43.4% | +44.6% | -1.2% | +58.4% |
| All | +43.4% | +43.1% | +0.3% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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