+4,356.7%
SMH vs XYL
+466.0%
+3,890.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | -0.5% |
| 7D | +5.2% | +1.8% | +3.4% | +4.1% |
| 30D | -1.5% | -9.2% | +7.7% | +3.9% |
| 3M | -4.1% | -0.3% | -3.8% | -4.8% |
| 6M | +50.8% | -11.0% | +61.7% | +59.6% |
| YTD | +59.3% | -19.2% | +78.5% | +77.4% |
| 1Y | +94.1% | -21.2% | +115.3% | +119.4% |
| 3Y | +286.7% | +18.6% | +268.1% | +243.5% |
| 5Y | +339.4% | -14.3% | +353.7% | +358.8% |
| 10Y | +1,803.3% | +141.0% | +1,662.2% | +1,045.6% |
| All | +4,356.7% | +466.0% | +3,890.7% | +1,732.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling