+156.1%
SOXL vs XLC
+37.9%
+118.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.6% | -8.6% | -9.9% |
| 7D | +8.5% | -1.7% | +10.1% | +13.4% |
| 30D | -13.0% | +0.2% | -13.2% | -16.2% |
| 3M | -35.9% | +0.7% | -36.6% | -45.2% |
| 6M | +112.1% | -4.5% | +116.5% | +119.1% |
| YTD | +175.4% | -4.7% | +180.2% | +184.3% |
| 1Y | +304.9% | -1.5% | +306.4% | +281.9% |
| 3Y | +448.6% | +72.2% | +376.3% | +15.4% |
| 5Y | +156.1% | +39.3% | +116.8% | +74.9% |
| All | +156.1% | +37.9% | +118.2% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling