+1,047.1%
SOXL vs XLC
+142.6%
+904.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +6.6% |
| 7D | +16.4% | +0.6% | +15.8% | +13.5% |
| 30D | -12.1% | +0.2% | -12.3% | -15.5% |
| 3M | -41.7% | +0.6% | -42.3% | -50.0% |
| 6M | +157.4% | -4.5% | +161.9% | +166.1% |
| YTD | +193.3% | -4.7% | +198.0% | +202.2% |
| 1Y | +355.3% | -1.7% | +357.0% | +331.8% |
| 3Y | +484.2% | +72.3% | +411.9% | +24.4% |
| 5Y | +182.7% | +37.8% | +144.9% | +99.2% |
| All | +1,047.1% | +142.6% | +904.4% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling