+96.2%
SMH vs XLU
+4.9%
+91.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | +0.8% | +1.7% | +2.4% |
| 30D | -0.5% | -1.3% | +0.9% | -0.2% |
| 3M | -9.6% | -1.3% | -8.3% | -10.0% |
| 6M | +42.1% | -7.6% | +49.7% | +45.2% |
| YTD | +57.4% | +2.3% | +55.2% | +52.5% |
| 1Y | +96.2% | +5.8% | +90.5% | +93.9% |
| All | +96.2% | +4.9% | +91.3% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling