+1,537.1%
SOXX vs XLV
+174.9%
+1,362.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +2.0% |
| 7D | +1.4% | -3.6% | +4.9% | +4.9% |
| 30D | -3.6% | -1.8% | -1.7% | -2.4% |
| 3M | -10.2% | +7.8% | -17.9% | -18.8% |
| 6M | +54.2% | +9.1% | +45.1% | +37.1% |
| YTD | +75.2% | +7.7% | +67.5% | +57.6% |
| 1Y | +107.5% | +20.4% | +87.1% | +64.6% |
| 3Y | +226.8% | +30.8% | +196.0% | +134.4% |
| 5Y | +251.2% | +34.6% | +216.6% | +145.6% |
| All | +1,537.1% | +174.9% | +1,362.2% | +545.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling