+52.5%
SOXX vs XLP
+24.3%
+28.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.4% | -6.5% | +1.0% |
| 7D | -13.7% | +5.9% | -19.6% | -7.1% |
| 30D | -23.6% | +13.5% | -37.0% | -10.6% |
| 3M | -16.9% | +8.4% | -25.3% | -7.1% |
| 6M | -2.4% | +11.5% | -14.0% | +12.9% |
| YTD | +49.8% | +20.6% | +29.2% | +87.7% |
| 1Y | +52.5% | +24.3% | +28.2% | +96.3% |
| All | +52.5% | +24.3% | +28.2% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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