+233.2%
SOXL vs XLE
+69.3%
+163.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -2.2% |
| 7D | +60.3% | +4.4% | +56.0% | +54.3% |
| 30D | -48.6% | -4.3% | -44.4% | -46.0% |
| 3M | -53.9% | +6.0% | -59.9% | -56.7% |
| 6M | -62.0% | +13.2% | -75.2% | -68.1% |
| YTD | +56.0% | +46.7% | +9.3% | -23.8% |
| 1Y | +50.0% | +46.6% | +3.4% | -27.3% |
| All | +233.2% | +69.3% | +163.9% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling