+1,270.6%
SMH vs XEL
+920.9%
+349.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +4.3% | +0.9% | +3.4% | +4.0% |
| 30D | +0.9% | -0.9% | +1.7% | +1.1% |
| 3M | -2.8% | -1.4% | -1.4% | -2.6% |
| 6M | +45.6% | -5.8% | +51.4% | +47.4% |
| YTD | +59.5% | +4.7% | +54.8% | +56.3% |
| 1Y | +93.4% | +9.1% | +84.4% | +86.8% |
| 3Y | +287.1% | +47.8% | +239.2% | +232.0% |
| 5Y | +338.0% | +29.0% | +309.0% | +289.2% |
| 10Y | +1,876.8% | +154.0% | +1,722.8% | +1,294.5% |
| All | +1,270.6% | +920.9% | +349.7% | +478.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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