+113.9%
SOXX vs XEL
+7.2%
+106.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.4% |
| 7D | +2.2% | -1.0% | +3.2% | +2.1% |
| 30D | -2.0% | -1.9% | -0.1% | -2.2% |
| 3M | -13.7% | -1.9% | -11.8% | -14.1% |
| 6M | +52.4% | -7.4% | +59.8% | +51.3% |
| YTD | +72.8% | +4.1% | +68.8% | +73.0% |
| 1Y | +113.9% | +8.0% | +105.9% | +116.8% |
| All | +113.9% | +7.2% | +106.7% | +116.8% |
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