+19,418.6%
SOXL vs XLE
+276.6%
+19,142.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.9% | +10.7% | +11.2% |
| 7D | +5.3% | +2.2% | +3.1% | +1.6% |
| 30D | -11.2% | +11.8% | -23.0% | -26.6% |
| 3M | -55.4% | +9.8% | -65.2% | -63.4% |
| 6M | +107.1% | +15.6% | +91.6% | +46.2% |
| YTD | +179.0% | +45.3% | +133.8% | +34.6% |
| 1Y | +357.4% | +48.3% | +309.1% | +112.0% |
| 3Y | +397.5% | +55.4% | +342.0% | +131.4% |
| 5Y | +155.9% | +216.1% | -60.2% | -64.8% |
| 10Y | +4,301.6% | +178.4% | +4,123.2% | +758.0% |
| All | +19,418.6% | +276.6% | +19,142.0% | +2,366.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling