+2,754.0%
SOXX vs XHB
+157.1%
+2,596.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.3% |
| 7D | +3.0% | -5.2% | +8.3% | +6.4% |
| 30D | -3.1% | -12.1% | +9.0% | +4.6% |
| 3M | -4.4% | -6.2% | +1.8% | -0.9% |
| 6M | +52.9% | -6.7% | +59.6% | +59.1% |
| YTD | +72.0% | -5.5% | +77.5% | +76.8% |
| 1Y | +105.1% | -15.6% | +120.8% | +125.1% |
| 3Y | +220.6% | +22.0% | +198.6% | +178.0% |
| 5Y | +244.8% | +31.8% | +213.0% | +186.9% |
| 10Y | +1,537.1% | +208.1% | +1,329.1% | +733.5% |
| All | +2,754.0% | +157.1% | +2,596.9% | +1,147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling