+113.9%
SOXX vs XLY
-0.5%
+114.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.7% |
| 7D | +2.2% | -2.0% | +4.2% | +4.0% |
| 30D | -2.0% | -3.1% | +1.1% | +0.6% |
| 3M | -13.7% | -1.8% | -11.9% | -12.4% |
| 6M | +52.4% | -0.9% | +53.3% | +52.5% |
| YTD | +72.8% | -3.4% | +76.2% | +76.6% |
| 1Y | +113.9% | -1.5% | +115.4% | +116.8% |
| All | +113.9% | -0.5% | +114.4% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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