+1,253.2%
SMH vs XLB
+755.1%
+498.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.9% |
| 7D | +2.5% | -1.4% | +3.9% | +3.7% |
| 30D | -0.5% | -0.4% | -0.1% | -0.3% |
| 3M | -9.6% | +2.0% | -11.6% | -11.4% |
| 6M | +42.1% | +1.8% | +40.2% | +39.8% |
| YTD | +57.4% | +16.6% | +40.9% | +38.4% |
| 1Y | +96.2% | +16.9% | +79.3% | +71.8% |
| 3Y | +267.9% | +32.6% | +235.4% | +193.2% |
| 5Y | +327.7% | +35.6% | +292.0% | +240.5% |
| 10Y | +1,764.6% | +160.0% | +1,604.6% | +798.5% |
| All | +1,253.2% | +755.1% | +498.1% | +123.2% |
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