+1,817.6%
SMH vs XRT
+128.2%
+1,689.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.6% |
| 7D | +0.3% | -3.2% | +3.5% | +2.4% |
| 30D | -2.8% | -4.5% | +1.7% | -0.1% |
| 3M | -6.7% | -3.1% | -3.6% | -5.6% |
| 6M | +41.8% | +4.2% | +37.5% | +36.9% |
| YTD | +57.9% | -0.1% | +58.0% | +56.6% |
| 1Y | +87.6% | -3.0% | +90.7% | +89.5% |
| 3Y | +282.9% | +41.8% | +241.1% | +198.8% |
| 5Y | +330.4% | -1.3% | +331.7% | +315.3% |
| All | +1,817.6% | +128.2% | +1,689.4% | +891.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling