+96.2%
SMH vs XYL
-23.4%
+119.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.4% |
| 7D | +2.5% | -5.0% | +7.6% | +4.6% |
| 30D | -0.5% | -13.2% | +12.7% | +5.1% |
| 3M | -9.6% | -3.7% | -5.9% | -10.5% |
| 6M | +42.1% | -17.7% | +59.8% | +51.4% |
| YTD | +57.4% | -21.5% | +79.0% | +68.1% |
| 1Y | +96.2% | -24.5% | +120.7% | +120.3% |
| All | +96.2% | -23.4% | +119.6% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling