+94.1%
SMH vs XLP
+6.9%
+87.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +0.5% |
| 7D | +5.2% | -1.4% | +6.7% | +3.8% |
| 30D | -1.5% | -1.3% | -0.2% | -2.6% |
| 3M | -4.1% | +1.8% | -5.9% | -2.1% |
| 6M | +50.8% | -0.8% | +51.6% | +51.0% |
| YTD | +59.3% | +9.5% | +49.8% | +77.0% |
| 1Y | +94.1% | +7.2% | +86.9% | +113.9% |
| All | +94.1% | +6.9% | +87.2% | +113.9% |
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