+136.1%
SOXL vs XLI
+2.7%
+133.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +9.7% |
| 7D | +18.4% | -0.6% | +18.9% | +21.0% |
| 30D | -3.2% | -6.9% | +3.8% | +40.5% |
| 3M | -37.6% | -1.9% | -35.7% | -21.5% |
| 6M | +136.1% | +1.0% | +135.0% | +184.8% |
| All | +136.1% | +2.7% | +133.4% | +184.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling