+107.5%
SOXX vs XLK
+38.8%
+68.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | -0.2% |
| 7D | +1.4% | +0.2% | +1.2% | +1.1% |
| 30D | -3.6% | -0.6% | -2.9% | -2.5% |
| 3M | -10.2% | +2.6% | -12.7% | -12.0% |
| 6M | +54.2% | +34.0% | +20.3% | +4.4% |
| YTD | +75.2% | +30.7% | +44.5% | +23.0% |
| 1Y | +107.5% | +39.2% | +68.3% | +33.1% |
| All | +107.5% | +38.8% | +68.7% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling