+48.8%
SOXL vs XLE
+47.6%
+1.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +1.0% | -12.0% | -10.3% |
| 7D | +26.9% | +5.4% | +21.4% | +31.5% |
| 30D | -47.2% | -3.9% | -43.3% | -50.5% |
| 3M | -59.9% | +7.0% | -66.9% | -56.6% |
| 6M | -68.3% | +14.2% | -82.5% | -61.7% |
| YTD | +38.8% | +48.2% | -9.3% | +53.6% |
| 1Y | +48.8% | +47.7% | +1.1% | +69.7% |
| All | +48.8% | +47.6% | +1.2% | +69.7% |
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