+1,948.9%
SOXL vs XLE
+181.7%
+1,767.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.0% | -12.0% | -12.2% |
| 7D | +26.9% | +5.4% | +21.4% | +18.9% |
| 30D | -47.2% | -3.9% | -43.3% | -43.8% |
| 3M | -59.9% | +7.0% | -66.9% | -63.5% |
| 6M | -68.3% | +14.2% | -82.5% | -74.9% |
| YTD | +38.8% | +48.2% | -9.3% | -27.6% |
| 1Y | +48.8% | +47.7% | +1.1% | -22.4% |
| 3Y | +196.5% | +70.0% | +126.5% | +40.6% |
| 5Y | -5.0% | +169.1% | -174.2% | -76.5% |
| All | +1,948.9% | +181.7% | +1,767.1% | +602.9% |
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