+247.9%
SOXX vs XHB
+33.0%
+214.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +0.6% |
| 7D | +1.4% | -4.6% | +6.0% | +5.0% |
| 30D | -3.6% | -9.1% | +5.6% | +3.5% |
| 3M | -10.2% | -8.6% | -1.6% | -4.4% |
| 6M | +54.2% | -4.0% | +58.3% | +58.1% |
| YTD | +75.2% | -3.9% | +79.2% | +78.1% |
| 1Y | +107.5% | -16.5% | +124.0% | +134.3% |
| 3Y | +226.8% | +22.6% | +204.2% | +156.8% |
| All | +247.9% | +33.0% | +214.9% | +152.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling