+1,270.6%
SMH vs XOM
+851.9%
+418.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.9% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +0.9% | +3.4% | -2.6% | -0.9% |
| 3M | -2.8% | +11.0% | -13.8% | -8.2% |
| 6M | +45.6% | +10.6% | +35.0% | +35.9% |
| YTD | +59.5% | +39.2% | +20.3% | +32.9% |
| 1Y | +93.4% | +52.7% | +40.7% | +53.8% |
| 3Y | +287.1% | +56.8% | +230.3% | +196.8% |
| 5Y | +338.0% | +261.8% | +76.3% | +110.2% |
| 10Y | +1,876.8% | +191.3% | +1,685.5% | +893.3% |
| All | +1,270.6% | +851.9% | +418.7% | +263.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling