+317.7%
SOXL vs XLI
+15.3%
+302.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.2% | +0.1% |
| 7D | +3.9% | -1.7% | +5.5% | +12.2% |
| 30D | -14.3% | -7.3% | -7.0% | +24.4% |
| 3M | -45.6% | -1.3% | -44.3% | -35.2% |
| 6M | +117.2% | +2.2% | +115.0% | +142.0% |
| YTD | +189.8% | +11.7% | +178.1% | +113.1% |
| 1Y | +317.7% | +14.3% | +303.5% | +197.0% |
| All | +317.7% | +15.3% | +302.5% | +197.0% |
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