+1,537.1%
SOXX vs XYL
+150.5%
+1,386.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.6% |
| 7D | +1.4% | +1.2% | +0.2% | +0.6% |
| 30D | -3.6% | -11.9% | +8.4% | +4.4% |
| 3M | -10.2% | -1.5% | -8.6% | -10.4% |
| 6M | +54.2% | -11.9% | +66.1% | +65.5% |
| YTD | +75.2% | -20.6% | +95.8% | +99.7% |
| 1Y | +107.5% | -23.5% | +131.0% | +142.8% |
| 3Y | +226.8% | +14.9% | +211.9% | +191.7% |
| 5Y | +251.2% | -15.3% | +266.5% | +270.6% |
| All | +1,537.1% | +150.5% | +1,386.6% | +894.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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