+3,476.7%
SMH vs XHB
+167.3%
+3,309.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.6% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | -1.5% | -9.1% | +7.5% | +3.7% |
| 3M | -4.1% | -2.3% | -1.8% | -3.2% |
| 6M | +50.8% | -4.1% | +54.9% | +53.8% |
| YTD | +59.3% | -1.7% | +61.0% | +59.6% |
| 1Y | +94.1% | -15.1% | +109.2% | +110.3% |
| 3Y | +286.7% | +26.8% | +259.9% | +228.5% |
| 5Y | +339.4% | +37.3% | +302.1% | +258.2% |
| 10Y | +1,803.3% | +205.7% | +1,597.6% | +906.8% |
| All | +3,476.7% | +167.3% | +3,309.4% | +1,468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling