+87.6%
SMH vs XYZ
+7.1%
+80.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.3% | -4.3% | +4.6% | +1.2% |
| 30D | -2.8% | +1.2% | -4.0% | -3.2% |
| 3M | -6.7% | +14.6% | -21.4% | -10.3% |
| 6M | +41.8% | +22.6% | +19.2% | +33.6% |
| YTD | +57.9% | +21.7% | +36.2% | +50.7% |
| 1Y | +87.6% | +6.7% | +80.9% | +90.8% |
| All | +87.6% | +7.1% | +80.5% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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