+20,848.2%
SOXL vs XLB
+344.5%
+20,503.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +5.2% |
| 7D | +18.4% | -2.9% | +21.3% | +28.5% |
| 30D | -3.2% | -3.4% | +0.2% | +5.3% |
| 3M | -37.6% | +1.6% | -39.2% | -42.2% |
| 6M | +136.1% | +3.6% | +132.4% | +120.1% |
| YTD | +199.5% | +14.2% | +185.2% | +112.5% |
| 1Y | +363.2% | +15.6% | +347.6% | +220.5% |
| 3Y | +496.5% | +33.1% | +463.4% | +265.8% |
| 5Y | +184.8% | +35.1% | +149.8% | +154.6% |
| 10Y | +5,399.0% | +164.5% | +5,234.4% | +1,429.2% |
| All | +20,848.2% | +344.5% | +20,503.6% | +2,787.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling