+43.4%
SMH vs XLE
+50.1%
-6.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.7% | +2.0% | -4.3% |
| 7D | -11.2% | -7.2% | -4.0% | -13.3% |
| 30D | -20.4% | +0.1% | -20.6% | -20.0% |
| 3M | -12.4% | +9.2% | -21.6% | -8.7% |
| 6M | -0.5% | +8.4% | -8.9% | +4.3% |
| YTD | +40.0% | +44.9% | -4.9% | +48.4% |
| 1Y | +43.4% | +49.9% | -6.5% | +53.5% |
| All | +43.4% | +50.1% | -6.7% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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