+179.0%
SOXX vs XLP
+45.4%
+133.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.1% |
| 7D | +9.4% | +2.5% | +6.8% | +10.5% |
| 30D | -13.8% | +7.3% | -21.1% | -11.0% |
| 3M | -18.6% | +8.1% | -26.7% | -15.5% |
| 6M | -15.1% | +10.5% | -25.6% | -11.2% |
| YTD | +49.0% | +21.2% | +27.8% | +53.9% |
| 1Y | +55.3% | +22.7% | +32.6% | +59.9% |
| 3Y | +179.0% | +44.8% | +134.2% | +168.2% |
| All | +179.0% | +45.4% | +133.6% | +168.2% |
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