+286.8%
SMH vs XRT
+40.3%
+246.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.2% |
| 7D | +4.3% | -2.4% | +6.7% | +6.0% |
| 30D | +0.9% | -6.9% | +7.8% | +5.6% |
| 3M | -2.8% | -0.4% | -2.4% | -3.6% |
| 6M | +45.6% | +2.2% | +43.4% | +41.5% |
| YTD | +59.5% | -0.7% | +60.1% | +58.0% |
| 1Y | +93.4% | -2.0% | +95.4% | +93.1% |
| All | +286.8% | +40.3% | +246.5% | +204.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling