+1,270.6%
SMH vs OXY
+1,059.0%
+211.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +4.3% | +0.6% | +3.7% | +4.1% |
| 30D | +0.9% | +4.5% | -3.7% | -0.4% |
| 3M | -2.8% | +8.9% | -11.7% | -5.6% |
| 6M | +45.6% | +12.5% | +33.2% | +38.6% |
| YTD | +59.5% | +50.5% | +9.0% | +39.5% |
| 1Y | +93.4% | +38.6% | +54.8% | +72.3% |
| 3Y | +287.1% | -1.2% | +288.3% | +272.7% |
| 5Y | +338.0% | +161.6% | +176.4% | +206.8% |
| 10Y | +1,876.8% | +5.3% | +1,871.5% | +1,393.2% |
| All | +1,270.6% | +1,059.0% | +211.5% | +424.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling