+1,789.8%
SMH vs XLB
+162.9%
+1,626.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.2% |
| 7D | +1.4% | -3.5% | +4.9% | +5.0% |
| 30D | -2.2% | -4.7% | +2.5% | +2.3% |
| 3M | -1.9% | +2.7% | -4.6% | -5.1% |
| 6M | +41.0% | +2.6% | +38.4% | +37.0% |
| YTD | +55.6% | +12.8% | +42.7% | +37.1% |
| 1Y | +86.8% | +14.0% | +72.9% | +62.7% |
| 3Y | +277.7% | +31.5% | +246.2% | +186.5% |
| 5Y | +324.2% | +33.4% | +290.7% | +221.8% |
| All | +1,789.8% | +162.9% | +1,626.9% | +714.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling