+1,817.6%
SMH vs XYL
+150.5%
+1,667.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.2% |
| 7D | +0.3% | +1.2% | -0.9% | -0.5% |
| 30D | -2.8% | -11.9% | +9.2% | +5.0% |
| 3M | -6.7% | -1.5% | -5.2% | -6.9% |
| 6M | +41.8% | -11.9% | +53.7% | +51.7% |
| YTD | +57.9% | -20.6% | +78.4% | +79.1% |
| 1Y | +87.6% | -23.5% | +111.2% | +118.2% |
| 3Y | +282.9% | +14.9% | +268.1% | +241.6% |
| 5Y | +330.4% | -15.3% | +345.7% | +351.3% |
| All | +1,817.6% | +150.5% | +1,667.1% | +1,071.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling