+2,502.1%
SOXX vs XLI
+826.5%
+1,675.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -1.9% |
| 7D | +3.0% | -2.3% | +5.3% | +5.7% |
| 30D | -3.1% | -8.2% | +5.0% | +6.4% |
| 3M | -4.4% | +0.8% | -5.2% | -4.4% |
| 6M | +52.9% | +0.8% | +52.0% | +53.7% |
| YTD | +72.0% | +10.5% | +61.5% | +56.5% |
| 1Y | +105.1% | +14.1% | +91.0% | +80.9% |
| 3Y | +220.6% | +68.6% | +152.0% | +90.3% |
| 5Y | +244.8% | +80.4% | +164.4% | +95.2% |
| 10Y | +1,537.1% | +254.6% | +1,282.5% | +341.9% |
| All | +2,502.1% | +826.5% | +1,675.6% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling