+1,061.7%
SMH vs XLB
+755.6%
+306.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.8% |
| 7D | +4.9% | +0.5% | +4.4% | +4.5% |
| 30D | -13.8% | +5.2% | -19.0% | -17.4% |
| 3M | -17.4% | +0.3% | -17.7% | -17.8% |
| 6M | -15.0% | +1.2% | -16.1% | -16.2% |
| YTD | +35.2% | +16.6% | +18.5% | +18.6% |
| 1Y | +41.6% | +21.4% | +20.2% | +20.1% |
| 3Y | +215.6% | +43.2% | +172.4% | +136.0% |
| 5Y | +233.2% | +28.0% | +205.2% | +177.1% |
| 10Y | +1,458.7% | +164.8% | +1,293.9% | +640.4% |
| All | +1,061.7% | +755.6% | +306.1% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling