+1,789.8%
SMH vs XLE
+181.6%
+1,608.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.2% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | -2.2% | +6.6% | -8.8% | -4.8% |
| 3M | -1.9% | +12.3% | -14.1% | -7.0% |
| 6M | +41.0% | +18.4% | +22.6% | +29.4% |
| YTD | +55.6% | +47.2% | +8.3% | +29.2% |
| 1Y | +86.8% | +50.3% | +36.6% | +53.4% |
| 3Y | +277.7% | +55.3% | +222.4% | +203.1% |
| 5Y | +324.2% | +226.0% | +98.2% | +136.9% |
| All | +1,789.8% | +181.6% | +1,608.1% | +1,013.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling