+87.6%
SMH vs OKE
+40.5%
+47.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.8% |
| 7D | +0.3% | +1.2% | -1.0% | +0.7% |
| 30D | -2.8% | +4.5% | -7.3% | -1.2% |
| 3M | -6.7% | +9.6% | -16.3% | -2.9% |
| 6M | +41.8% | +15.4% | +26.4% | +48.0% |
| YTD | +57.9% | +36.5% | +21.4% | +67.2% |
| 1Y | +87.6% | +39.0% | +48.7% | +103.3% |
| All | +87.6% | +40.5% | +47.2% | +103.3% |
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