+1,253.2%
SMH vs XLP
+587.1%
+666.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.3% |
| 7D | +2.5% | -1.0% | +3.5% | +3.3% |
| 30D | -0.5% | -0.9% | +0.4% | -0.1% |
| 3M | -9.6% | +3.8% | -13.5% | -14.0% |
| 6M | +42.1% | -1.7% | +43.8% | +41.1% |
| YTD | +57.4% | +10.3% | +47.2% | +41.1% |
| 1Y | +96.2% | +7.8% | +88.4% | +78.1% |
| 3Y | +267.9% | +27.2% | +240.7% | +181.6% |
| 5Y | +327.7% | +32.5% | +295.1% | +215.8% |
| 10Y | +1,764.6% | +101.8% | +1,662.8% | +852.3% |
| All | +1,253.2% | +587.1% | +666.1% | +160.3% |
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