+3,388.8%
SMH vs XOP
+78.0%
+3,310.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | +4.9% | +6.3% | -1.4% | +2.7% |
| 30D | -13.8% | -6.6% | -7.2% | -11.8% |
| 3M | -17.4% | +3.6% | -20.9% | -18.7% |
| 6M | -15.0% | +10.8% | -25.7% | -18.9% |
| YTD | +35.2% | +48.3% | -13.1% | +14.6% |
| 1Y | +41.6% | +42.9% | -1.3% | +21.5% |
| 3Y | +215.6% | +43.3% | +172.3% | +168.1% |
| 5Y | +233.2% | +94.0% | +139.3% | +146.1% |
| 10Y | +1,458.7% | +53.7% | +1,404.9% | +981.7% |
| All | +3,388.8% | +78.0% | +3,310.8% | +1,732.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling