+327.2%
SMH vs XLV
+33.9%
+293.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.3% | -3.6% | +3.8% | +2.9% |
| 30D | -2.8% | -1.8% | -1.0% | -1.9% |
| 3M | -6.7% | +7.8% | -14.5% | -13.9% |
| 6M | +41.8% | +9.1% | +32.7% | +29.1% |
| YTD | +57.9% | +7.7% | +50.1% | +45.2% |
| 1Y | +87.6% | +20.4% | +67.2% | +54.1% |
| 3Y | +282.9% | +30.8% | +252.2% | +181.8% |
| All | +327.2% | +33.9% | +293.3% | +198.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling