+1,270.6%
SMH vs XLI
+808.5%
+462.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +1.7% |
| 7D | +4.3% | -0.6% | +4.9% | +4.9% |
| 30D | +0.9% | -6.9% | +7.8% | +8.8% |
| 3M | -2.8% | -1.9% | -0.9% | -0.3% |
| 6M | +45.6% | +1.0% | +44.6% | +45.3% |
| YTD | +59.5% | +11.3% | +48.1% | +43.7% |
| 1Y | +93.4% | +15.8% | +77.6% | +67.6% |
| 3Y | +287.1% | +69.8% | +217.3% | +129.6% |
| 5Y | +338.0% | +80.9% | +257.2% | +148.8% |
| 10Y | +1,876.8% | +257.2% | +1,619.6% | +443.6% |
| All | +1,270.6% | +808.5% | +462.1% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling