+54.2%
SOXX vs XLC
-3.6%
+57.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +2.0% |
| 7D | +1.4% | +0.5% | +0.9% | +1.5% |
| 30D | -3.6% | +2.1% | -5.7% | -3.5% |
| 3M | -10.2% | +0.7% | -10.8% | -7.3% |
| 6M | +54.2% | -3.2% | +57.4% | +64.5% |
| All | +54.2% | -3.6% | +57.8% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 6mo: compounded portfolio wealth divided by compounded XLC 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…
6mo analysis · Full analysis span regression · 6 months rolling