+247.9%
SOXX vs XEL
+29.8%
+218.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.9% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -3.6% | -3.9% | +0.4% | -3.3% |
| 3M | -10.2% | -2.8% | -7.3% | -10.1% |
| 6M | +54.2% | -5.4% | +59.6% | +54.6% |
| YTD | +75.2% | +3.8% | +71.5% | +74.2% |
| 1Y | +107.5% | +6.8% | +100.7% | +105.6% |
| 3Y | +226.8% | +45.6% | +181.2% | +208.2% |
| All | +247.9% | +29.8% | +218.1% | +244.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling