+1,237.1%
SMH vs XLK
+831.6%
+405.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -0.7% |
| 7D | +1.4% | -0.4% | +1.8% | +1.9% |
| 30D | -2.2% | -0.5% | -1.7% | -1.5% |
| 3M | -1.9% | +5.0% | -6.9% | -6.4% |
| 6M | +41.0% | +32.9% | +8.2% | +2.0% |
| YTD | +55.6% | +29.0% | +26.6% | +16.8% |
| 1Y | +86.8% | +37.8% | +49.0% | +30.2% |
| 3Y | +277.7% | +118.7% | +159.0% | +57.3% |
| 5Y | +324.2% | +145.6% | +178.6% | +57.7% |
| 10Y | +1,828.6% | +791.5% | +1,037.1% | +53.7% |
| All | +1,237.1% | +831.6% | +405.5% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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