+45.6%
SMH vs XOM
+9.5%
+36.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | +1.4% |
| 7D | +4.3% | 0.0% | +4.3% | +4.4% |
| 30D | +0.9% | +3.4% | -2.6% | +3.1% |
| 3M | -2.8% | +11.0% | -13.8% | +5.3% |
| 6M | +45.6% | +10.6% | +35.0% | +55.8% |
| All | +45.6% | +9.5% | +36.2% | +55.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling