+52.5%
SOXX vs XLB
+29.8%
+22.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -4.9% |
| 7D | -13.7% | +3.9% | -17.6% | -16.4% |
| 30D | -23.6% | +8.9% | -32.5% | -28.9% |
| 3M | -16.9% | +4.1% | -21.0% | -19.9% |
| 6M | -2.4% | +7.3% | -9.7% | -8.5% |
| YTD | +49.8% | +20.4% | +29.4% | +27.3% |
| 1Y | +52.5% | +29.5% | +23.0% | +20.8% |
| All | +52.5% | +29.8% | +22.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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