+1,537.1%
SOXX vs XEL
+151.6%
+1,385.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -3.6% | -3.9% | +0.4% | -2.6% |
| 3M | -10.2% | -2.8% | -7.3% | -9.7% |
| 6M | +54.2% | -5.4% | +59.6% | +55.8% |
| YTD | +75.2% | +3.8% | +71.5% | +72.3% |
| 1Y | +107.5% | +6.8% | +100.7% | +101.8% |
| 3Y | +226.8% | +45.6% | +181.2% | +181.0% |
| 5Y | +251.2% | +30.7% | +220.5% | +211.9% |
| All | +1,537.1% | +151.6% | +1,385.5% | +1,197.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling