+1,537.1%
SOXX vs XLB
+163.8%
+1,373.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.5% |
| 7D | +1.4% | -2.8% | +4.2% | +4.4% |
| 30D | -3.6% | -3.1% | -0.5% | -0.6% |
| 3M | -10.2% | -0.2% | -10.0% | -10.8% |
| 6M | +54.2% | +3.1% | +51.2% | +49.1% |
| YTD | +75.2% | +13.3% | +61.9% | +53.2% |
| 1Y | +107.5% | +12.0% | +95.5% | +83.3% |
| 3Y | +226.8% | +31.4% | +195.4% | +147.3% |
| 5Y | +251.2% | +33.9% | +217.3% | +165.3% |
| All | +1,537.1% | +163.8% | +1,373.3% | +592.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling