+1,256.8%
SMH vs XLV
+716.3%
+540.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.7% |
| 7D | +0.3% | -3.6% | +3.8% | +3.9% |
| 30D | -2.8% | -1.8% | -1.0% | -1.5% |
| 3M | -6.7% | +7.8% | -14.5% | -15.4% |
| 6M | +41.8% | +9.1% | +32.7% | +26.3% |
| YTD | +57.9% | +7.7% | +50.1% | +42.2% |
| 1Y | +87.6% | +20.4% | +67.2% | +49.8% |
| 3Y | +282.9% | +30.8% | +252.2% | +177.0% |
| 5Y | +330.4% | +34.6% | +295.8% | +204.1% |
| 10Y | +1,857.0% | +173.4% | +1,683.6% | +568.0% |
| All | +1,256.8% | +716.3% | +540.5% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling