+113.9%
SOXX vs XLF
+9.9%
+104.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | -2.0% | +0.2% | -2.2% | -2.1% |
| 3M | -13.7% | +11.7% | -25.4% | -17.8% |
| 6M | +52.4% | +13.8% | +38.6% | +42.7% |
| YTD | +72.8% | +7.0% | +65.8% | +67.8% |
| 1Y | +113.9% | +9.1% | +104.8% | +101.8% |
| All | +113.9% | +9.9% | +104.0% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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