+1,817.6%
SMH vs OKE
+266.1%
+1,551.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.2% |
| 7D | +0.3% | +1.2% | -1.0% | -0.1% |
| 30D | -2.8% | +4.5% | -7.3% | -4.0% |
| 3M | -6.7% | +9.6% | -16.3% | -9.6% |
| 6M | +41.8% | +15.4% | +26.4% | +34.3% |
| YTD | +57.9% | +36.5% | +21.4% | +41.5% |
| 1Y | +87.6% | +39.0% | +48.7% | +66.9% |
| 3Y | +282.9% | +74.3% | +208.6% | +217.8% |
| 5Y | +330.4% | +141.2% | +189.2% | +226.0% |
| All | +1,817.6% | +266.1% | +1,551.5% | +1,190.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling