+2,550.6%
SOXX vs XLK
+1,756.6%
+794.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.1% |
| YTD | +75.2% | +30.7% | +44.5% | +30.3% |
| 1Y | +107.5% | +39.2% | +68.3% | +43.9% |
| 3Y | +226.8% | +120.4% | +106.3% | +34.3% |
| 5Y | +251.2% | +148.8% | +102.4% | +27.9% |
| 10Y | +1,567.6% | +803.3% | +764.4% | +27.4% |
| All | +2,550.6% | +1,756.6% | +794.0% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling