+478.6%
SOXL vs XLC
+73.1%
+405.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.0% | +4.2% | +2.3% |
| 7D | +3.9% | +0.5% | +3.4% | +2.1% |
| 30D | -14.3% | +2.1% | -16.4% | -21.8% |
| 3M | -45.6% | +0.7% | -46.3% | -53.3% |
| 6M | +117.2% | -3.2% | +120.4% | +118.8% |
| YTD | +189.8% | -3.8% | +193.6% | +194.5% |
| 1Y | +317.7% | -2.0% | +319.8% | +304.9% |
| 3Y | +478.6% | +71.4% | +407.3% | +17.5% |
| All | +478.6% | +73.1% | +405.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 3y: compounded portfolio wealth divided by compounded XLC 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…
3y analysis · Full analysis span regression · 6 months rolling