+55.9%
SOXL vs XLB
+29.8%
+26.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.5% | -11.3% | -14.0% |
| 7D | -37.9% | +3.9% | -41.8% | -44.4% |
| 30D | -59.4% | +8.9% | -68.3% | -67.9% |
| 3M | -52.3% | +4.1% | -56.4% | -58.3% |
| 6M | -47.7% | +7.3% | -55.0% | -56.5% |
| YTD | +58.8% | +20.4% | +38.4% | +1.8% |
| 1Y | +55.9% | +29.5% | +26.4% | -18.6% |
| All | +55.9% | +29.8% | +26.1% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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