+113.9%
SOXX vs XLV
+27.5%
+86.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.2% |
| 7D | +2.2% | +0.2% | +2.0% | +2.3% |
| 30D | -2.0% | +4.4% | -6.5% | -0.8% |
| 3M | -13.7% | +13.2% | -26.9% | -13.2% |
| 6M | +52.4% | +10.1% | +42.3% | +54.8% |
| YTD | +72.8% | +11.7% | +61.1% | +74.7% |
| 1Y | +113.9% | +26.9% | +87.0% | +110.2% |
| All | +113.9% | +27.5% | +86.4% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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