+327.2%
SMH vs OXY
+160.1%
+167.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.3% | +2.8% | -2.6% | -0.2% |
| 30D | -2.8% | +5.5% | -8.2% | -3.7% |
| 3M | -6.7% | +11.3% | -18.0% | -8.7% |
| 6M | +41.8% | +11.6% | +30.2% | +37.1% |
| YTD | +57.9% | +51.6% | +6.3% | +41.5% |
| 1Y | +87.6% | +36.2% | +51.4% | +72.0% |
| 3Y | +282.9% | +1.7% | +281.2% | +265.4% |
| All | +327.2% | +160.1% | +167.1% | +256.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling