+339.4%
SMH vs XLE
+219.7%
+119.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +5.2% | 0.0% | +5.2% | +5.2% |
| 30D | -1.5% | +12.6% | -14.2% | -5.4% |
| 3M | -4.1% | +11.8% | -15.9% | -7.9% |
| 6M | +50.8% | +16.1% | +34.7% | +41.6% |
| YTD | +59.3% | +46.9% | +12.4% | +35.7% |
| 1Y | +94.1% | +53.3% | +40.8% | +62.0% |
| 3Y | +286.7% | +54.9% | +231.8% | +219.3% |
| 5Y | +339.4% | +225.7% | +113.7% | +194.7% |
| All | +339.4% | +219.7% | +119.7% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling