+30.0%
SOXX vs XLV
+30.0%
0.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -2.5% | -9.6% | -13.1% |
| 7D | -23.0% | +0.5% | -23.5% | -22.6% |
| 30D | -32.9% | +10.7% | -43.5% | -29.4% |
| 3M | -25.4% | +13.1% | -38.5% | -20.8% |
| 6M | -17.9% | +28.3% | -46.2% | -14.9% |
| YTD | +31.6% | +20.9% | +10.7% | +39.9% |
| 1Y | +30.0% | +29.1% | +0.9% | +36.6% |
| All | +30.0% | +30.0% | 0.0% | +36.6% |
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