+1,209.8%
SOXX vs XLP
+139.1%
+1,070.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -4.6% |
| 7D | +9.4% | +2.5% | +6.8% | +7.5% |
| 30D | -13.8% | +7.3% | -21.1% | -18.5% |
| 3M | -18.6% | +8.1% | -26.7% | -24.0% |
| 6M | -15.1% | +10.5% | -25.6% | -23.5% |
| YTD | +49.0% | +21.2% | +27.8% | +23.0% |
| 1Y | +55.3% | +22.7% | +32.6% | +26.4% |
| 3Y | +179.0% | +44.8% | +134.2% | +87.0% |
| 5Y | +166.5% | +44.7% | +121.8% | +78.8% |
| All | +1,209.8% | +139.1% | +1,070.7% | +479.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling