+96.2%
SMH vs OXY
+32.4%
+63.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.4% |
| 7D | +2.5% | +1.6% | +0.9% | +2.9% |
| 30D | -0.5% | +11.6% | -12.0% | +2.0% |
| 3M | -9.6% | +2.8% | -12.5% | -8.3% |
| 6M | +42.1% | +13.0% | +29.0% | +43.8% |
| YTD | +57.4% | +47.4% | +10.1% | +59.0% |
| 1Y | +96.2% | +31.5% | +64.7% | +101.5% |
| All | +96.2% | +32.4% | +63.9% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 OXY 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