+2,550.6%
SOXX vs XLF
+318.7%
+2,231.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.4% |
| 7D | +1.4% | -1.5% | +2.8% | +2.4% |
| 30D | -3.6% | -1.2% | -2.4% | -2.9% |
| 3M | -10.2% | +9.2% | -19.3% | -15.8% |
| 6M | +54.2% | +16.3% | +37.9% | +38.2% |
| YTD | +75.2% | +5.4% | +69.8% | +67.7% |
| 1Y | +107.5% | +7.6% | +99.9% | +95.8% |
| 3Y | +226.8% | +74.2% | +152.6% | +124.5% |
| 5Y | +251.2% | +66.1% | +185.1% | +153.2% |
| 10Y | +1,567.6% | +252.8% | +1,314.9% | +632.3% |
| All | +2,550.6% | +318.7% | +2,231.9% | +860.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling