+2,260.1%
SMH vs XYZ
+608.9%
+1,651.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | +4.3% | -3.7% | +8.0% | +5.5% |
| 30D | +0.9% | +0.5% | +0.3% | +0.5% |
| 3M | -2.8% | +16.3% | -19.1% | -7.9% |
| 6M | +45.6% | +21.1% | +24.5% | +35.9% |
| YTD | +59.5% | +22.0% | +37.5% | +46.7% |
| 1Y | +93.4% | +5.2% | +88.3% | +85.2% |
| 3Y | +287.1% | +49.6% | +237.5% | +212.3% |
| 5Y | +338.0% | -68.4% | +406.5% | +412.9% |
| 10Y | +1,876.8% | +604.5% | +1,272.3% | +964.9% |
| All | +2,260.1% | +608.9% | +1,651.2% | +1,117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling