+3,388.8%
SMH vs XRT
+539.9%
+2,848.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.3% |
| 7D | +4.9% | +1.7% | +3.2% | +3.7% |
| 30D | -13.8% | +7.5% | -21.3% | -18.4% |
| 3M | -17.4% | +2.2% | -19.6% | -19.4% |
| 6M | -15.0% | +14.7% | -29.6% | -23.6% |
| YTD | +35.2% | +7.5% | +27.7% | +26.7% |
| 1Y | +41.6% | +14.1% | +27.5% | +27.2% |
| 3Y | +215.6% | +58.8% | +156.8% | +124.7% |
| 5Y | +233.2% | -3.9% | +237.1% | +228.8% |
| 10Y | +1,458.7% | +137.7% | +1,321.0% | +653.8% |
| All | +3,388.8% | +539.9% | +2,848.9% | +639.4% |
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