+324.2%
SMH vs XHB
+30.4%
+293.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -0.8% |
| 7D | +1.4% | -5.2% | +6.6% | +5.2% |
| 30D | -2.2% | -12.1% | +9.9% | +6.9% |
| 3M | -1.9% | -6.2% | +4.4% | +2.1% |
| 6M | +41.0% | -6.7% | +47.7% | +46.9% |
| YTD | +55.6% | -5.5% | +61.0% | +59.3% |
| 1Y | +86.8% | -15.6% | +102.5% | +106.9% |
| 3Y | +277.7% | +22.0% | +255.7% | +196.8% |
| 5Y | +324.2% | +31.8% | +292.3% | +212.4% |
| All | +324.2% | +30.4% | +293.8% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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