+43.4%
SMH vs XLI
+12.2%
+31.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.7% | -1.2% |
| 7D | -11.2% | +0.6% | -11.7% | -11.8% |
| 30D | -20.4% | -0.4% | -20.1% | -20.0% |
| 3M | -12.4% | -8.8% | -3.6% | -0.1% |
| 6M | -0.5% | -0.4% | -0.1% | +1.7% |
| YTD | +40.0% | +10.1% | +29.9% | +22.8% |
| 1Y | +43.4% | +12.3% | +31.1% | +22.4% |
| All | +43.4% | +12.2% | +31.2% | +22.4% |
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