+2,550.6%
SOXX vs XLB
+680.3%
+1,870.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.5% |
| 7D | +1.4% | -2.8% | +4.2% | +4.1% |
| 30D | -3.6% | -3.1% | -0.5% | -0.9% |
| 3M | -10.2% | -0.2% | -10.0% | -10.7% |
| 6M | +54.2% | +3.1% | +51.2% | +49.9% |
| YTD | +75.2% | +13.3% | +61.9% | +56.0% |
| 1Y | +107.5% | +12.0% | +95.5% | +86.4% |
| 3Y | +226.8% | +31.4% | +195.4% | +157.4% |
| 5Y | +251.2% | +33.9% | +217.3% | +177.4% |
| 10Y | +1,567.6% | +162.3% | +1,405.4% | +631.1% |
| All | +2,550.6% | +680.3% | +1,870.3% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling