+1,007.3%
SMH vs XLP
+636.6%
+370.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +4.6% |
| 7D | -11.2% | +0.7% | -11.9% | -11.9% |
| 30D | -25.8% | +10.3% | -36.0% | -32.0% |
| 3M | -18.8% | +6.5% | -25.3% | -23.9% |
| 6M | -15.6% | +8.4% | -24.0% | -23.4% |
| YTD | +28.8% | +18.2% | +10.6% | +8.0% |
| 1Y | +32.6% | +22.4% | +10.1% | +7.4% |
| 3Y | +213.6% | +41.9% | +171.7% | +116.7% |
| 5Y | +222.4% | +40.9% | +181.6% | +124.5% |
| 10Y | +1,429.6% | +128.4% | +1,301.3% | +596.6% |
| All | +1,007.3% | +636.6% | +370.7% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling