+96.2%
SMH vs XLI
+18.3%
+77.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.0% |
| 7D | +2.5% | -1.1% | +3.6% | +4.0% |
| 30D | -0.5% | -5.9% | +5.5% | +8.5% |
| 3M | -9.6% | -0.3% | -9.4% | -8.5% |
| 6M | +42.1% | +0.1% | +41.9% | +42.5% |
| YTD | +57.4% | +13.6% | +43.9% | +32.8% |
| 1Y | +96.2% | +17.2% | +79.0% | +60.9% |
| All | +96.2% | +18.3% | +77.9% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling