+55.9%
SOXL vs XLE
+50.1%
+5.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.7% | -4.1% | -13.8% |
| 7D | -37.9% | -7.2% | -30.7% | -42.8% |
| 30D | -59.4% | +0.1% | -59.5% | -58.6% |
| 3M | -52.3% | +9.2% | -61.5% | -45.4% |
| 6M | -47.7% | +8.4% | -56.1% | -38.0% |
| YTD | +58.8% | +44.9% | +13.9% | +88.6% |
| 1Y | +55.9% | +49.9% | +6.0% | +89.6% |
| All | +55.9% | +50.1% | +5.8% | +89.6% |
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