+357.4%
SOXL vs XLI
+18.3%
+339.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.5% | +7.9% |
| 7D | +5.3% | -1.1% | +6.4% | +10.8% |
| 30D | -11.2% | -5.9% | -5.3% | +20.7% |
| 3M | -55.4% | -0.3% | -55.1% | -47.9% |
| 6M | +107.1% | +0.1% | +107.0% | +151.8% |
| YTD | +179.0% | +13.6% | +165.5% | +92.0% |
| 1Y | +357.4% | +17.2% | +340.2% | +204.1% |
| All | +357.4% | +18.3% | +339.1% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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