+228.7%
SMH vs XRT
+61.0%
+167.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +0.5% | -1.4% | +2.0% | +1.6% |
| 30D | -14.2% | +9.8% | -24.0% | -19.6% |
| 3M | -11.5% | +3.3% | -14.8% | -13.8% |
| 6M | -12.0% | +13.6% | -25.6% | -20.6% |
| YTD | +40.8% | +9.1% | +31.7% | +30.5% |
| 1Y | +44.9% | +15.1% | +29.8% | +28.9% |
| All | +228.7% | +61.0% | +167.8% | +147.7% |
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