+321.0%
SMH vs XYZ
-68.2%
+389.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +1.4% | -5.2% | +6.5% | +3.0% |
| 30D | -2.2% | 0.0% | -2.2% | -2.4% |
| 3M | -1.9% | +18.7% | -20.5% | -7.6% |
| 6M | +41.0% | +20.5% | +20.5% | +31.7% |
| YTD | +55.6% | +21.5% | +34.1% | +43.3% |
| 1Y | +86.8% | +7.2% | +79.6% | +77.9% |
| 3Y | +277.7% | +49.0% | +228.7% | +202.9% |
| All | +321.0% | -68.2% | +389.2% | +396.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling