+1,270.6%
SMH vs XLF
+337.8%
+932.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +4.3% | -1.0% | +5.4% | +5.0% |
| 30D | +0.9% | -1.3% | +2.2% | +1.6% |
| 3M | -2.8% | +9.1% | -12.0% | -8.7% |
| 6M | +45.6% | +14.4% | +31.3% | +32.6% |
| YTD | +59.5% | +5.1% | +54.4% | +53.3% |
| 1Y | +93.4% | +8.6% | +84.8% | +81.8% |
| 3Y | +287.1% | +74.4% | +212.7% | +168.4% |
| 5Y | +338.0% | +64.4% | +273.7% | +220.3% |
| 10Y | +1,876.8% | +251.6% | +1,625.2% | +786.1% |
| All | +1,270.6% | +337.8% | +932.8% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling