+338.0%
SMH vs XLB
+35.5%
+302.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +1.2% |
| 7D | +4.3% | -2.9% | +7.3% | +7.7% |
| 30D | +0.9% | -3.4% | +4.2% | +4.4% |
| 3M | -2.8% | +1.6% | -4.4% | -5.2% |
| 6M | +45.6% | +3.6% | +42.0% | +39.3% |
| YTD | +59.5% | +14.2% | +45.2% | +36.4% |
| 1Y | +93.4% | +15.6% | +77.9% | +62.9% |
| 3Y | +287.1% | +33.1% | +254.0% | +176.8% |
| 5Y | +338.0% | +35.0% | +303.0% | +214.2% |
| All | +338.0% | +35.5% | +302.6% | +214.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling