+324.2%
SMH vs XOP
+156.4%
+167.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | +1.4% | +1.6% | -0.2% | +0.8% |
| 30D | -2.2% | +9.6% | -11.8% | -5.2% |
| 3M | -1.9% | +16.9% | -18.8% | -7.3% |
| 6M | +41.0% | +24.0% | +17.0% | +28.5% |
| YTD | +55.6% | +56.2% | -0.6% | +28.8% |
| 1Y | +86.8% | +51.8% | +35.0% | +55.9% |
| 3Y | +277.7% | +37.0% | +240.7% | +220.2% |
| 5Y | +324.2% | +163.4% | +160.8% | +196.7% |
| All | +324.2% | +156.4% | +167.8% | +196.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling