+360.5%
SOXX vs XEL
+1.7%
+358.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -2.0% |
| 7D | +158.9% | +4.3% | +154.6% | +162.1% |
| 30D | +129.2% | +12.6% | +116.6% | +133.0% |
| 3M | +149.7% | +4.4% | +145.3% | +152.7% |
| 6M | +193.4% | +0.7% | +192.7% | +196.5% |
| YTD | +351.0% | +11.5% | +339.5% | +354.7% |
| 1Y | +360.5% | +1.7% | +358.8% | +364.4% |
| All | +360.5% | +1.7% | +358.8% | +364.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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