+96.2%
SMH vs XOM
+46.4%
+49.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +1.9% |
| 7D | +2.5% | +1.8% | +0.8% | +3.2% |
| 30D | -0.5% | +5.9% | -6.3% | +1.9% |
| 3M | -9.6% | +5.6% | -15.2% | -6.6% |
| 6M | +42.1% | +7.9% | +34.2% | +45.5% |
| YTD | +57.4% | +35.2% | +22.3% | +65.4% |
| 1Y | +96.2% | +46.0% | +50.2% | +107.9% |
| All | +96.2% | +46.4% | +49.9% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM 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 1y: compounded portfolio wealth divided by compounded XOM 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…
1y analysis · Full analysis span regression · 6 months rolling