+286.8%
SMH vs XLC
+70.4%
+216.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.7% |
| 7D | +4.3% | -1.4% | +5.7% | +5.8% |
| 30D | +0.9% | -0.9% | +1.8% | +1.4% |
| 3M | -2.8% | -0.3% | -2.5% | -3.8% |
| 6M | +45.6% | -5.2% | +50.8% | +52.8% |
| YTD | +59.5% | -5.3% | +64.8% | +67.2% |
| 1Y | +93.4% | -2.8% | +96.2% | +96.1% |
| All | +286.8% | +70.4% | +216.4% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling