+250.6%
SMH vs XRT
-1.3%
+251.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +0.5% | -1.4% | +2.0% | +1.8% |
| 30D | -14.2% | +9.8% | -24.0% | -20.3% |
| 3M | -11.5% | +3.3% | -14.8% | -14.4% |
| 6M | -12.0% | +13.6% | -25.6% | -21.2% |
| YTD | +40.8% | +9.1% | +31.7% | +29.7% |
| 1Y | +44.9% | +15.1% | +29.8% | +27.9% |
| 3Y | +226.7% | +59.9% | +166.8% | +120.0% |
| 5Y | +250.6% | -1.7% | +252.3% | +234.6% |
| All | +250.6% | -1.3% | +251.9% | +234.6% |
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 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