+787.5%
SOXX vs XLC
+142.6%
+645.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -3.4% |
| 7D | +3.0% | -1.7% | +4.7% | +4.8% |
| 30D | -3.1% | +0.2% | -3.3% | -3.8% |
| 3M | -4.4% | +0.7% | -5.1% | -6.9% |
| 6M | +52.9% | -4.5% | +57.3% | +57.9% |
| YTD | +72.0% | -4.7% | +76.7% | +77.7% |
| 1Y | +105.1% | -1.5% | +106.6% | +104.2% |
| 3Y | +220.6% | +72.2% | +148.4% | +73.7% |
| 5Y | +244.8% | +39.3% | +205.5% | +138.2% |
| All | +787.5% | +142.6% | +645.0% | +210.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling