+1,256.8%
SMH vs XLY
+999.7%
+257.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.6% |
| 7D | +0.3% | -1.7% | +2.0% | +2.0% |
| 30D | -2.8% | -4.2% | +1.4% | +1.2% |
| 3M | -6.7% | -2.7% | -4.0% | -4.9% |
| 6M | +41.8% | -0.6% | +42.4% | +42.0% |
| YTD | +57.9% | -5.0% | +62.9% | +65.4% |
| 1Y | +87.6% | -4.1% | +91.7% | +94.5% |
| 3Y | +282.9% | +33.6% | +249.3% | +186.7% |
| 5Y | +330.4% | +28.7% | +301.7% | +235.6% |
| 10Y | +1,857.0% | +219.6% | +1,637.4% | +546.3% |
| All | +1,256.8% | +999.7% | +257.1% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling