+1,469.9%
SMH vs XLP
+130.4%
+1,339.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.5% |
| 7D | -4.1% | +0.1% | -4.2% | -4.3% |
| 30D | -19.2% | +8.9% | -28.2% | -24.3% |
| 3M | -16.4% | +7.5% | -23.8% | -21.3% |
| 6M | -14.0% | +9.4% | -23.4% | -21.4% |
| YTD | +35.3% | +19.3% | +16.1% | +14.5% |
| 1Y | +40.4% | +21.7% | +18.7% | +16.5% |
| 3Y | +226.8% | +44.0% | +182.9% | +123.7% |
| 5Y | +232.3% | +42.8% | +189.5% | +129.1% |
| 10Y | +1,469.9% | +128.8% | +1,341.2% | +630.8% |
| All | +1,469.9% | +130.4% | +1,339.6% | +630.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling