+87.6%
SMH vs XYL
-21.4%
+109.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +0.3% | +1.2% | -0.9% | -0.2% |
| 30D | -2.8% | -11.9% | +9.2% | +2.2% |
| 3M | -6.7% | -1.5% | -5.2% | -8.6% |
| 6M | +41.8% | -11.9% | +53.7% | +46.9% |
| YTD | +57.9% | -20.6% | +78.4% | +67.2% |
| 1Y | +87.6% | -23.5% | +111.2% | +107.5% |
| All | +87.6% | -21.4% | +109.1% | +107.5% |
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