+497.9%
SOXL vs XLE
+55.1%
+442.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.3% |
| 7D | +18.4% | +0.3% | +18.0% | +18.0% |
| 30D | -3.2% | +8.5% | -11.7% | -10.9% |
| 3M | -37.6% | +14.6% | -52.2% | -47.4% |
| 6M | +136.1% | +17.6% | +118.5% | +79.8% |
| YTD | +199.5% | +48.1% | +151.4% | +52.5% |
| 1Y | +363.2% | +53.8% | +309.4% | +118.7% |
| All | +497.9% | +55.1% | +442.8% | +197.0% |
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