+328.5%
SMH vs XLP
+32.7%
+295.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +2.5% | -1.0% | +3.5% | +2.8% |
| 30D | -0.5% | -0.9% | +0.4% | -0.3% |
| 3M | -9.6% | +3.8% | -13.5% | -12.0% |
| 6M | +42.1% | -1.7% | +43.8% | +42.1% |
| YTD | +57.4% | +10.3% | +47.2% | +47.2% |
| 1Y | +96.2% | +7.8% | +88.4% | +85.4% |
| 3Y | +267.9% | +27.2% | +240.7% | +195.4% |
| All | +328.5% | +32.7% | +295.8% | +236.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling