-35.9%
SOXL vs XBI
+20.3%
-56.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.6% | -6.4% | -5.2% |
| 7D | +8.5% | -4.6% | +13.0% | +17.7% |
| 30D | -13.0% | -0.8% | -12.2% | -16.9% |
| 3M | -35.9% | +21.8% | -57.7% | -56.4% |
| All | -35.9% | +20.3% | -56.3% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 3mo: compounded portfolio wealth divided by compounded XBI 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…
3mo analysis · Full analysis span regression · Available span rolling