+1,817.6%
SMH vs XLV
+174.9%
+1,642.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.3% | -3.6% | +3.8% | +3.6% |
| 30D | -2.8% | -1.8% | -1.0% | -1.6% |
| 3M | -6.7% | +7.8% | -14.5% | -15.1% |
| 6M | +41.8% | +9.1% | +32.7% | +26.9% |
| YTD | +57.9% | +7.7% | +50.1% | +42.9% |
| 1Y | +87.6% | +20.4% | +67.2% | +50.6% |
| 3Y | +282.9% | +30.8% | +252.2% | +177.4% |
| 5Y | +330.4% | +34.6% | +295.8% | +203.7% |
| All | +1,817.6% | +174.9% | +1,642.7% | +668.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling