+2,550.6%
SOXX vs XLU
+535.2%
+2,015.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.1% |
| 7D | +1.4% | -1.6% | +3.0% | +2.5% |
| 30D | -3.6% | -3.3% | -0.3% | -1.4% |
| 3M | -10.2% | -3.2% | -7.0% | -8.6% |
| 6M | +54.2% | -7.0% | +61.2% | +60.6% |
| YTD | +75.2% | +0.6% | +74.6% | +72.7% |
| 1Y | +107.5% | +2.4% | +105.1% | +102.0% |
| 3Y | +226.8% | +46.3% | +180.5% | +143.8% |
| 5Y | +251.2% | +44.0% | +207.3% | +161.3% |
| 10Y | +1,567.6% | +140.1% | +1,427.6% | +708.0% |
| All | +2,550.6% | +535.2% | +2,015.4% | +426.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling