+324.2%
SMH vs XLC
+37.9%
+286.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -3.1% |
| 7D | +1.4% | -1.7% | +3.0% | +3.1% |
| 30D | -2.2% | +0.2% | -2.4% | -2.8% |
| 3M | -1.9% | +0.7% | -2.6% | -4.1% |
| 6M | +41.0% | -4.5% | +45.5% | +46.0% |
| YTD | +55.6% | -4.7% | +60.3% | +61.3% |
| 1Y | +86.8% | -1.5% | +88.3% | +86.5% |
| 3Y | +277.7% | +72.2% | +205.4% | +108.0% |
| 5Y | +324.2% | +39.3% | +284.8% | +196.9% |
| All | +324.2% | +37.9% | +286.3% | +196.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling