+1,817.6%
SMH vs XLF
+254.4%
+1,563.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +0.9% |
| 7D | +0.3% | -1.5% | +1.7% | +1.5% |
| 30D | -2.8% | -1.2% | -1.6% | -2.0% |
| 3M | -6.7% | +9.2% | -15.9% | -13.7% |
| 6M | +41.8% | +16.3% | +25.4% | +24.3% |
| YTD | +57.9% | +5.4% | +52.4% | +49.8% |
| 1Y | +87.6% | +7.6% | +80.0% | +74.9% |
| 3Y | +282.9% | +74.2% | +208.7% | +141.3% |
| 5Y | +330.4% | +66.1% | +264.3% | +184.6% |
| All | +1,817.6% | +254.4% | +1,563.2% | +749.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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