+87.6%
SMH vs XBI
+66.9%
+20.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +0.3% | -4.6% | +4.9% | +2.8% |
| 30D | -2.8% | -2.0% | -0.8% | -2.1% |
| 3M | -6.7% | +17.8% | -24.5% | -16.0% |
| 6M | +41.8% | +23.7% | +18.1% | +23.6% |
| YTD | +57.9% | +28.2% | +29.6% | +34.8% |
| 1Y | +87.6% | +64.0% | +23.7% | +35.8% |
| All | +87.6% | +66.9% | +20.7% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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