+43.4%
SMH vs XLP
+24.3%
+19.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.4% | -6.1% | +0.8% |
| 7D | -11.2% | +5.9% | -17.0% | -5.3% |
| 30D | -20.4% | +13.5% | -33.9% | -9.0% |
| 3M | -12.4% | +8.4% | -20.8% | -3.7% |
| 6M | -0.5% | +11.5% | -12.0% | +12.8% |
| YTD | +40.0% | +20.6% | +19.4% | +72.7% |
| 1Y | +43.4% | +24.3% | +19.1% | +82.0% |
| All | +43.4% | +24.3% | +19.1% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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