+216.7%
SMH vs XLP
+40.8%
+175.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.9% |
| 7D | -11.2% | +0.7% | -11.9% | -11.4% |
| 30D | -25.8% | +10.3% | -36.0% | -27.8% |
| 3M | -18.8% | +6.5% | -25.3% | -20.4% |
| 6M | -15.6% | +8.4% | -24.0% | -18.5% |
| YTD | +28.8% | +18.2% | +10.6% | +18.1% |
| 1Y | +32.6% | +22.4% | +10.1% | +18.7% |
| 3Y | +213.6% | +41.9% | +171.7% | +137.3% |
| All | +216.7% | +40.8% | +175.9% | +150.5% |
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 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