+324.2%
SMH vs XYL
-15.8%
+340.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.8% |
| 7D | +1.4% | -1.2% | +2.6% | +2.1% |
| 30D | -2.2% | -13.2% | +11.0% | +6.9% |
| 3M | -1.9% | -0.2% | -1.7% | -3.2% |
| 6M | +41.0% | -12.5% | +53.5% | +51.9% |
| YTD | +55.6% | -20.9% | +76.5% | +77.9% |
| 1Y | +86.8% | -21.6% | +108.4% | +115.0% |
| 3Y | +277.7% | +16.1% | +261.5% | +226.9% |
| 5Y | +324.2% | -15.6% | +339.8% | +333.5% |
| All | +324.2% | -15.8% | +340.0% | +333.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling