+87.6%
SMH vs XOM
+53.3%
+34.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.7% |
| 7D | +0.3% | +4.1% | -3.8% | +1.9% |
| 30D | -2.8% | +4.6% | -7.4% | -0.9% |
| 3M | -6.7% | +14.0% | -20.7% | -0.9% |
| 6M | +41.8% | +11.0% | +30.8% | +47.4% |
| YTD | +57.9% | +40.7% | +17.2% | +68.4% |
| 1Y | +87.6% | +52.3% | +35.3% | +101.6% |
| All | +87.6% | +53.3% | +34.3% | +101.6% |
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