+338.0%
SMH vs XRT
-2.4%
+340.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +1.3% |
| 7D | +4.3% | -2.4% | +6.7% | +6.1% |
| 30D | +0.9% | -6.9% | +7.8% | +6.0% |
| 3M | -2.8% | -0.4% | -2.4% | -3.5% |
| 6M | +45.6% | +2.2% | +43.4% | +41.7% |
| YTD | +59.5% | -0.7% | +60.1% | +58.4% |
| 1Y | +93.4% | -2.0% | +95.4% | +93.5% |
| 3Y | +287.1% | +41.0% | +246.1% | +189.3% |
| 5Y | +338.0% | -3.3% | +341.3% | +318.3% |
| All | +338.0% | -2.4% | +340.4% | +318.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling