+52.5%
SOXX vs XRT
+18.0%
+34.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.5% | -8.7% | -4.6% |
| 7D | -13.7% | +8.0% | -21.8% | -15.8% |
| 30D | -23.6% | +13.0% | -36.6% | -27.1% |
| 3M | -16.9% | +1.7% | -18.6% | -16.4% |
| 6M | -2.4% | +12.6% | -15.0% | -9.5% |
| YTD | +49.8% | +10.7% | +39.2% | +38.6% |
| 1Y | +52.5% | +18.4% | +34.1% | +36.1% |
| All | +52.5% | +18.0% | +34.6% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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