+1,817.6%
SMH vs XLY
+220.9%
+1,596.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.5% |
| 7D | +0.3% | -1.7% | +2.0% | +2.1% |
| 30D | -2.8% | -4.2% | +1.4% | +1.5% |
| 3M | -6.7% | -2.7% | -4.0% | -4.8% |
| 6M | +41.8% | -0.6% | +42.4% | +41.8% |
| YTD | +57.9% | -5.0% | +62.9% | +65.8% |
| 1Y | +87.6% | -4.1% | +91.7% | +94.7% |
| 3Y | +282.9% | +33.6% | +249.3% | +176.4% |
| 5Y | +330.4% | +28.7% | +301.7% | +224.0% |
| All | +1,817.6% | +220.9% | +1,596.7% | +456.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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