+1,537.1%
SOXX vs XHB
+215.4%
+1,321.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.7% |
| 7D | +1.4% | -4.6% | +6.0% | +5.0% |
| 30D | -3.6% | -9.1% | +5.6% | +3.4% |
| 3M | -10.2% | -8.6% | -1.6% | -4.5% |
| 6M | +54.2% | -4.0% | +58.3% | +58.2% |
| YTD | +75.2% | -3.9% | +79.2% | +78.4% |
| 1Y | +107.5% | -16.5% | +124.0% | +133.6% |
| 3Y | +226.8% | +22.6% | +204.2% | +166.1% |
| 5Y | +251.2% | +33.9% | +217.3% | +165.2% |
| All | +1,537.1% | +215.4% | +1,321.7% | +590.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling