+247.9%
SOXX vs XLI
+80.9%
+167.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +0.3% |
| 7D | +1.4% | -1.7% | +3.0% | +3.9% |
| 30D | -3.6% | -7.3% | +3.7% | +7.8% |
| 3M | -10.2% | -1.3% | -8.8% | -7.6% |
| 6M | +54.2% | +2.2% | +52.0% | +51.6% |
| YTD | +75.2% | +11.7% | +63.5% | +51.5% |
| 1Y | +107.5% | +14.3% | +93.2% | +74.3% |
| 3Y | +226.8% | +70.3% | +156.4% | +59.0% |
| All | +247.9% | +80.9% | +167.0% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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