+113.9%
SOXX vs XHB
-9.3%
+123.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.6% | +3.0% |
| 7D | +2.2% | -1.3% | +3.5% | +3.0% |
| 30D | -2.0% | -6.9% | +4.8% | +2.0% |
| 3M | -13.7% | -1.3% | -12.4% | -13.1% |
| 6M | +52.4% | -6.8% | +59.2% | +54.2% |
| YTD | +72.8% | +0.7% | +72.1% | +70.4% |
| 1Y | +113.9% | -11.2% | +125.1% | +119.4% |
| All | +113.9% | -9.3% | +123.2% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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