+1,253.2%
SMH vs XLE
+736.3%
+516.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +3.0% |
| 7D | +2.5% | +2.2% | +0.3% | +1.4% |
| 30D | -0.5% | +11.8% | -12.3% | -5.9% |
| 3M | -9.6% | +9.8% | -19.5% | -14.3% |
| 6M | +42.1% | +15.6% | +26.5% | +30.2% |
| YTD | +57.4% | +45.3% | +12.2% | +28.5% |
| 1Y | +96.2% | +48.3% | +47.9% | +58.0% |
| 3Y | +267.9% | +55.4% | +212.5% | +186.7% |
| 5Y | +327.7% | +216.1% | +111.6% | +125.3% |
| 10Y | +1,764.6% | +178.4% | +1,586.2% | +867.6% |
| All | +1,253.2% | +736.3% | +516.9% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling