+1,270.6%
SMH vs XLU
+658.6%
+612.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.8% |
| 7D | +4.3% | +0.6% | +3.7% | +3.9% |
| 30D | +0.9% | -0.4% | +1.3% | +1.1% |
| 3M | -2.8% | -1.7% | -1.1% | -2.1% |
| 6M | +45.6% | -7.1% | +52.7% | +51.2% |
| YTD | +59.5% | +1.9% | +57.5% | +56.2% |
| 1Y | +93.4% | +6.1% | +87.3% | +84.7% |
| 3Y | +287.1% | +48.8% | +238.3% | +194.4% |
| 5Y | +338.0% | +43.8% | +294.2% | +236.4% |
| 10Y | +1,876.8% | +143.2% | +1,733.6% | +932.4% |
| All | +1,270.6% | +658.6% | +612.0% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling