+286.8%
SMH vs XOP
+35.8%
+251.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | +4.3% | +1.0% | +3.4% | +4.0% |
| 30D | +0.9% | +10.8% | -10.0% | -2.3% |
| 3M | -2.8% | +19.5% | -22.3% | -8.5% |
| 6M | +45.6% | +21.6% | +24.0% | +33.4% |
| YTD | +59.5% | +55.8% | +3.6% | +28.8% |
| 1Y | +93.4% | +54.6% | +38.8% | +56.0% |
| All | +286.8% | +35.8% | +251.0% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 3y: compounded portfolio wealth divided by compounded XOP 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…
3y analysis · Full analysis span regression · 6 months rolling