+1,237.1%
SMH vs ORLY
+18,305.8%
-17,068.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.2% |
| 7D | +1.4% | -2.1% | +3.5% | +2.2% |
| 30D | -2.2% | -7.6% | +5.4% | +0.7% |
| 3M | -1.9% | -5.5% | +3.6% | -0.7% |
| 6M | +41.0% | -9.7% | +50.7% | +44.4% |
| YTD | +55.6% | -6.2% | +61.8% | +56.5% |
| 1Y | +86.8% | -18.6% | +105.5% | +97.8% |
| 3Y | +277.7% | +33.8% | +243.8% | +217.9% |
| 5Y | +324.2% | +116.5% | +207.6% | +187.2% |
| 10Y | +1,828.6% | +361.0% | +1,467.6% | +810.3% |
| All | +1,237.1% | +18,305.8% | -17,068.6% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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