+87.6%
SMH vs XLI
+15.3%
+72.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | 0.0% |
| 7D | +0.3% | -1.7% | +1.9% | +2.6% |
| 30D | -2.8% | -7.3% | +4.5% | +8.1% |
| 3M | -6.7% | -1.3% | -5.4% | -4.1% |
| 6M | +41.8% | +2.2% | +39.5% | +38.7% |
| YTD | +57.9% | +11.7% | +46.2% | +35.7% |
| 1Y | +87.6% | +14.3% | +73.4% | +57.3% |
| All | +87.6% | +15.3% | +72.4% | +57.3% |
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