+4,671.5%
SOXL vs XLE
+181.6%
+4,489.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.6% | -7.5% | -7.3% |
| 7D | +8.5% | +0.5% | +8.0% | +7.8% |
| 30D | -13.0% | +6.6% | -19.5% | -20.3% |
| 3M | -35.9% | +12.3% | -48.2% | -47.6% |
| 6M | +112.1% | +18.4% | +93.7% | +53.8% |
| YTD | +175.4% | +47.2% | +128.2% | +45.6% |
| 1Y | +304.9% | +50.3% | +254.6% | +107.3% |
| 3Y | +448.6% | +55.3% | +393.3% | +191.3% |
| 5Y | +156.1% | +226.0% | -69.9% | -51.4% |
| All | +4,671.5% | +181.6% | +4,489.8% | +1,467.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling