+215.6%
SMH vs XOP
+43.8%
+171.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | +4.9% | +6.3% | -1.4% | +3.0% |
| 30D | -13.8% | -6.6% | -7.2% | -12.2% |
| 3M | -17.4% | +3.6% | -20.9% | -18.7% |
| 6M | -15.0% | +10.8% | -25.7% | -18.6% |
| YTD | +35.2% | +48.3% | -13.1% | +9.1% |
| 1Y | +41.6% | +42.9% | -1.3% | +16.4% |
| 3Y | +215.6% | +43.3% | +172.3% | +152.5% |
| All | +215.6% | +43.8% | +171.8% | +152.5% |
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