+1,109.9%
SMH vs XLE
+732.2%
+377.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +3.0% | +3.9% |
| 7D | +0.5% | -0.2% | +0.8% | +0.8% |
| 30D | -14.2% | -4.0% | -10.2% | -12.6% |
| 3M | -11.5% | +4.6% | -16.1% | -13.8% |
| 6M | -12.0% | +12.3% | -24.3% | -17.9% |
| YTD | +40.8% | +44.5% | -3.8% | +14.8% |
| 1Y | +44.9% | +42.4% | +2.4% | +18.8% |
| 3Y | +226.7% | +67.0% | +159.7% | +145.9% |
| 5Y | +250.6% | +161.9% | +88.7% | +103.2% |
| 10Y | +1,523.4% | +173.9% | +1,349.5% | +748.6% |
| All | +1,109.9% | +732.2% | +377.7% | +185.3% |
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