+3,477.5%
SOXX vs XYL
+454.2%
+3,023.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.1% |
| 7D | +3.0% | -1.2% | +4.3% | +3.7% |
| 30D | -3.1% | -13.2% | +10.0% | +5.2% |
| 3M | -4.4% | -0.2% | -4.2% | -5.4% |
| 6M | +52.9% | -12.5% | +65.4% | +64.0% |
| YTD | +72.0% | -20.9% | +92.9% | +94.9% |
| 1Y | +105.1% | -21.6% | +126.7% | +133.9% |
| 3Y | +220.6% | +16.1% | +204.5% | +187.9% |
| 5Y | +244.8% | -15.6% | +260.4% | +265.8% |
| 10Y | +1,537.1% | +147.7% | +1,389.5% | +851.4% |
| All | +3,477.5% | +454.2% | +3,023.2% | +1,308.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling