+3,964.1%
SMH vs XOP
+82.9%
+3,881.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.9% |
| 7D | +2.5% | +2.6% | -0.1% | +1.6% |
| 30D | -0.5% | +15.4% | -15.9% | -5.5% |
| 3M | -9.6% | +12.1% | -21.7% | -13.7% |
| 6M | +42.1% | +19.7% | +22.4% | +31.0% |
| YTD | +57.4% | +52.4% | +5.1% | +32.6% |
| 1Y | +96.2% | +47.6% | +48.7% | +66.7% |
| 3Y | +267.9% | +34.4% | +233.6% | +219.9% |
| 5Y | +327.7% | +154.4% | +173.3% | +186.7% |
| 10Y | +1,764.6% | +54.7% | +1,710.0% | +1,192.0% |
| All | +3,964.1% | +82.9% | +3,881.1% | +2,021.5% |
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 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