+244.8%
SOXX vs XLP
+31.1%
+213.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | +3.0% | -2.5% | +5.6% | +4.0% |
| 30D | -3.1% | -1.9% | -1.3% | -2.7% |
| 3M | -4.4% | -2.1% | -2.3% | -4.5% |
| 6M | +52.9% | -1.8% | +54.7% | +52.1% |
| YTD | +72.0% | +8.3% | +63.7% | +60.0% |
| 1Y | +105.1% | +6.8% | +98.3% | +91.8% |
| 3Y | +220.6% | +25.7% | +194.9% | +152.5% |
| 5Y | +244.8% | +31.9% | +212.9% | +165.5% |
| All | +244.8% | +31.1% | +213.7% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling