+96.2%
SMH vs XLV
+27.5%
+68.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +2.4% |
| 7D | +2.5% | +0.2% | +2.3% | +2.6% |
| 30D | -0.5% | +4.4% | -4.9% | +0.4% |
| 3M | -9.6% | +13.2% | -22.9% | -9.6% |
| 6M | +42.1% | +10.1% | +32.0% | +43.5% |
| YTD | +57.4% | +11.7% | +45.7% | +58.2% |
| 1Y | +96.2% | +26.9% | +69.3% | +90.0% |
| All | +96.2% | +27.5% | +68.7% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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