+279.8%
SMH vs XLP
+28.2%
+251.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.4% |
| 7D | +2.5% | -1.0% | +3.5% | +2.2% |
| 30D | -0.5% | -0.9% | +0.4% | -0.7% |
| 3M | -9.6% | +3.8% | -13.5% | -9.3% |
| 6M | +42.1% | -1.7% | +43.8% | +42.6% |
| YTD | +57.4% | +10.3% | +47.2% | +57.6% |
| 1Y | +96.2% | +7.8% | +88.4% | +97.2% |
| All | +279.8% | +28.2% | +251.6% | +269.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling