+30.8%
SOXX vs XLU
+0.3%
+30.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -0.7% | -70.0% | -70.2% |
| 7D | -23.0% | +0.4% | -23.4% | -21.8% |
| 30D | -32.9% | +5.2% | -38.1% | -32.2% |
| 3M | -25.3% | -0.1% | -25.2% | -24.0% |
| 6M | -17.8% | -5.3% | -12.4% | -15.2% |
| YTD | +32.1% | +3.5% | +28.5% | +29.0% |
| 1Y | +30.8% | +0.2% | +30.5% | +30.8% |
| All | +30.8% | +0.3% | +30.5% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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