+346.6%
SOXX vs XBI
+48.5%
+298.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -3.0% |
| 7D | +158.9% | +1.0% | +157.9% | +160.9% |
| 30D | +129.2% | +1.9% | +127.3% | +129.7% |
| 3M | +149.7% | +4.8% | +144.9% | +143.6% |
| 6M | +193.4% | +19.3% | +174.1% | +162.9% |
| YTD | +351.0% | +30.6% | +320.4% | +283.3% |
| All | +346.6% | +48.5% | +298.1% | +260.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 XBI 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