+156.1%
SOXL vs XLB
+32.8%
+123.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.2% | -6.8% | -3.8% |
| 7D | +8.5% | -3.5% | +12.0% | +22.3% |
| 30D | -13.0% | -4.7% | -8.3% | +0.8% |
| 3M | -35.9% | +2.7% | -38.6% | -44.7% |
| 6M | +112.1% | +2.6% | +109.5% | +98.5% |
| YTD | +175.4% | +12.8% | +162.6% | +84.2% |
| 1Y | +304.9% | +14.0% | +290.9% | +162.1% |
| 3Y | +448.6% | +31.5% | +417.1% | +180.4% |
| 5Y | +156.1% | +33.4% | +122.7% | +95.5% |
| All | +156.1% | +32.8% | +123.3% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling