+327.2%
SMH vs XOM
+261.9%
+65.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.3% | +4.1% | -3.8% | -0.3% |
| 30D | -2.8% | +4.6% | -7.4% | -3.4% |
| 3M | -6.7% | +14.0% | -20.7% | -8.6% |
| 6M | +41.8% | +11.0% | +30.8% | +38.5% |
| YTD | +57.9% | +40.7% | +17.2% | +45.7% |
| 1Y | +87.6% | +52.3% | +35.3% | +69.6% |
| 3Y | +282.9% | +60.5% | +222.5% | +239.5% |
| All | +327.2% | +261.9% | +65.3% | +219.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling