+107.5%
SOXX vs XLY
-2.6%
+110.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.0% |
| 7D | +1.4% | -1.7% | +3.1% | +3.0% |
| 30D | -3.6% | -4.2% | +0.6% | 0.0% |
| 3M | -10.2% | -2.7% | -7.5% | -8.5% |
| 6M | +54.2% | -0.6% | +54.9% | +53.6% |
| YTD | +75.2% | -5.0% | +80.2% | +82.0% |
| 1Y | +107.5% | -4.1% | +111.6% | +112.4% |
| All | +107.5% | -2.6% | +110.1% | +112.4% |
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