+357.4%
SOXL vs XLE
+49.3%
+308.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.7% | +9.1% |
| 7D | +5.3% | +2.2% | +3.1% | +7.5% |
| 30D | -11.2% | +11.8% | -23.0% | -1.3% |
| 3M | -55.4% | +9.8% | -65.2% | -49.2% |
| 6M | +107.1% | +15.6% | +91.6% | +125.8% |
| YTD | +179.0% | +45.3% | +133.8% | +169.2% |
| 1Y | +357.4% | +48.3% | +309.1% | +326.9% |
| All | +357.4% | +49.3% | +308.1% | +326.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 1y: compounded portfolio wealth divided by compounded XLE 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…
1y analysis · Full analysis span regression · 6 months rolling