+1,537.1%
SOXX vs XRT
+128.2%
+1,408.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +0.9% |
| 7D | +1.4% | -3.2% | +4.6% | +3.6% |
| 30D | -3.6% | -4.5% | +0.9% | -0.7% |
| 3M | -10.2% | -3.1% | -7.1% | -9.1% |
| 6M | +54.2% | +4.2% | +50.0% | +48.7% |
| YTD | +75.2% | -0.1% | +75.3% | +73.8% |
| 1Y | +107.5% | -3.0% | +110.6% | +109.8% |
| 3Y | +226.8% | +41.8% | +185.0% | +153.7% |
| 5Y | +251.2% | -1.3% | +252.5% | +240.7% |
| All | +1,537.1% | +128.2% | +1,408.9% | +727.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling