+1,537.1%
SOXX vs XLK
+807.8%
+729.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +0.2% |
| 7D | +1.4% | +0.2% | +1.2% | +1.2% |
| 30D | -3.6% | -0.6% | -2.9% | -2.7% |
| 3M | -10.2% | +2.6% | -12.7% | -11.4% |
| 6M | +54.2% | +34.0% | +20.3% | +11.3% |
| YTD | +75.2% | +30.7% | +44.5% | +30.6% |
| 1Y | +107.5% | +39.2% | +68.3% | +44.3% |
| 3Y | +226.8% | +120.4% | +106.3% | +36.5% |
| 5Y | +251.2% | +148.8% | +102.4% | +31.1% |
| All | +1,537.1% | +807.8% | +729.3% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 10y: compounded portfolio wealth divided by compounded XLK 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…
10y analysis · Full analysis span regression · 6 months rolling