+247.9%
SOXX vs XLF
+65.0%
+182.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.2% |
| 7D | +1.4% | -1.5% | +2.8% | +2.9% |
| 30D | -3.6% | -1.2% | -2.4% | -2.7% |
| 3M | -10.2% | +9.2% | -19.3% | -18.7% |
| 6M | +54.2% | +16.3% | +37.9% | +30.0% |
| YTD | +75.2% | +5.4% | +69.8% | +63.7% |
| 1Y | +107.5% | +7.6% | +99.9% | +89.3% |
| 3Y | +226.8% | +74.2% | +152.6% | +74.1% |
| All | +247.9% | +65.0% | +182.9% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling