+229.8%
SOXX vs XLP
+25.5%
+204.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.4% |
| 7D | +6.1% | -2.9% | +9.0% | +5.4% |
| 30D | +0.5% | -2.2% | +2.7% | 0.0% |
| 3M | -5.3% | -0.6% | -4.8% | -5.6% |
| 6M | +58.3% | -2.2% | +60.5% | +58.1% |
| YTD | +76.8% | +8.3% | +68.6% | +73.8% |
| 1Y | +114.6% | +5.7% | +108.9% | +112.4% |
| All | +229.8% | +25.5% | +204.3% | +213.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling