+327.2%
SMH vs XLU
+42.8%
+284.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.3% | -1.6% | +1.9% | +0.9% |
| 30D | -2.8% | -3.3% | +0.5% | -1.5% |
| 3M | -6.7% | -3.2% | -3.6% | -5.7% |
| 6M | +41.8% | -7.0% | +48.7% | +45.4% |
| YTD | +57.9% | +0.6% | +57.2% | +56.2% |
| 1Y | +87.6% | +2.4% | +85.2% | +84.2% |
| 3Y | +282.9% | +46.3% | +236.7% | +219.5% |
| All | +327.2% | +42.8% | +284.4% | +260.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling