+317.7%
SOXL vs XLB
+14.5%
+303.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +4.3% |
| 7D | +3.9% | -2.8% | +6.7% | +11.8% |
| 30D | -14.3% | -3.1% | -11.2% | -7.8% |
| 3M | -45.6% | -0.2% | -45.5% | -48.1% |
| 6M | +117.2% | +3.1% | +114.1% | +107.0% |
| YTD | +189.8% | +13.3% | +176.6% | +122.8% |
| 1Y | +317.7% | +12.0% | +305.7% | +224.4% |
| All | +317.7% | +14.5% | +303.3% | +224.4% |
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