+870.7%
SMH vs XLC
+137.2%
+733.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -4.1% |
| 7D | +4.9% | +3.7% | +1.2% | +1.0% |
| 30D | -13.8% | -1.9% | -11.9% | -12.1% |
| 3M | -17.4% | -3.1% | -14.3% | -15.3% |
| 6M | -15.0% | -6.4% | -8.6% | -10.7% |
| YTD | +35.2% | -6.8% | +42.0% | +42.5% |
| 1Y | +41.6% | -1.7% | +43.3% | +40.7% |
| 3Y | +215.6% | +64.7% | +150.9% | +81.0% |
| 5Y | +233.2% | +41.1% | +192.1% | +127.3% |
| All | +870.7% | +137.2% | +733.5% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling