+3,964.1%
SMH vs XRT
+514.3%
+3,449.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +1.9% |
| 7D | +2.5% | +0.8% | +1.7% | +2.0% |
| 30D | -0.5% | -4.2% | +3.7% | +2.2% |
| 3M | -9.6% | +5.1% | -14.7% | -13.2% |
| 6M | +42.1% | +2.4% | +39.7% | +38.8% |
| YTD | +57.4% | +3.2% | +54.2% | +52.9% |
| 1Y | +96.2% | +1.5% | +94.7% | +92.2% |
| 3Y | +267.9% | +40.6% | +227.4% | +186.2% |
| 5Y | +327.7% | -1.0% | +328.7% | +316.0% |
| 10Y | +1,764.6% | +128.4% | +1,636.2% | +832.4% |
| All | +3,964.1% | +514.3% | +3,449.7% | +792.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling