+357.4%
SOXL vs XLF
+9.9%
+347.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.8% | +10.7% | +10.5% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | -11.2% | +0.2% | -11.4% | -11.6% |
| 3M | -55.4% | +11.7% | -67.1% | -62.0% |
| 6M | +107.1% | +13.8% | +93.3% | +68.5% |
| YTD | +179.0% | +7.0% | +172.0% | +153.7% |
| 1Y | +357.4% | +9.1% | +348.2% | +287.7% |
| All | +357.4% | +9.9% | +347.5% | +287.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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