+1,097.4%
SMH vs XLE
+744.8%
+352.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.8% |
| 7D | +12.1% | +4.4% | +7.7% | +9.8% |
| 30D | -14.7% | -4.3% | -10.4% | -13.0% |
| 3M | -14.2% | +6.0% | -20.2% | -16.9% |
| 6M | -10.6% | +13.2% | -23.8% | -16.9% |
| YTD | +39.3% | +46.7% | -7.4% | +12.8% |
| 1Y | +41.6% | +46.6% | -5.1% | +14.5% |
| 3Y | +223.4% | +69.6% | +153.8% | +141.6% |
| 5Y | +243.5% | +166.5% | +76.9% | +97.4% |
| 10Y | +1,506.6% | +178.0% | +1,328.6% | +733.7% |
| All | +1,097.4% | +744.8% | +352.6% | +180.3% |
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