+43.4%
SMH vs XLC
-5.6%
+49.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -3.4% |
| 7D | -11.2% | +1.8% | -12.9% | -11.5% |
| 30D | -20.4% | -6.0% | -14.5% | -19.4% |
| 3M | -12.4% | -6.0% | -6.4% | -11.4% |
| 6M | -0.5% | -9.1% | +8.6% | +4.9% |
| YTD | +40.0% | -10.0% | +50.1% | +47.1% |
| 1Y | +43.4% | -5.8% | +49.2% | +42.1% |
| All | +43.4% | -5.6% | +49.0% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling